It is a legitimate market research firm. I didn't think the questions were "invasive", just necessary to recruit the demographics required by the client for this particular project. Most of the answers I would willingly proffer to some dude next to me at a bar. Granted, if you were in the spending $250K+ per year, or $1M+ collection value rather than
my level, I could see some hesitation.
I have participated in many focus groups ranging from Lego duplos in the 60's to television pilots in the 80's to Amazon in 2020 (NDA, forget I said that).
I was not rejected for this, but I wasn't accepted either. But I also indicated I'd be open to other projects.