Everyone has something they'd rather not share with a recruiting team. It might be the more practical - that you're considering moving house, or getting a puppy, through to more serious medical things such as IVF or whether you're taking particular medication like anti-depressants.
Reading about a recent case where a woman was told she wasn't fit to join the police because, during a medical exam, she revealed she took anti-depressants, many were shocked and surprised.