That shocked me as a Brit, Sweetpeach
I signed my last contract for local gov almost 5 years ago and the medical questionnaire was there (it's best to be honest about issues like depression actually as they then cannot say you didn't disclose this if you have another genuine episode and need to be paid for it later, but I am talking about clinically diagnosed depression). I would be tempted to put something like "to discuss some concerns", as that keeps it honest.
It's outrageous to ask what the last apppointment was for, that is none of anyone's business but yours.
Just to reassure you a little however, you can ensure that the employer sees only what you have approved in any medical reports. On the form for you authorising them to seek any information from the GP, make sure you tick the box to say you want to see it before it goes to the employer and then you are invited to read any reports they make from your notes and can ask for any changes.
Our HR dept can barely function in a normal role, let alone chase up people's medical info, so I do suppose it's more of a formality these days, to try to stop the endless social workers that go off sick with stress at the first sign of an extra case to handle, leaving all their colleagues/clerks to cope
