Gotta look at both sides of this one. No, it really isn't any of their business but considering the way many healthcare providers get treated by patients and their families who (sometimes correctly, sometimes incorrectly) think they know more about medicine, not surprising.
Some procedures are inherently painful, and if someone's kid screams from it and the parent starts intervening, the HCP does not have anyone to call for assistance.
So from their standpoint, yeah, I can understand asking that question.
The calm response of "yes, and they are under lock & key" is pretty good. "That is a personal matter" is also good. Screaming about guns in the background is a GIANT RED FLAG.
I don't much care for intrusive questions, but when healthcare of a family member is in question, I tend to put that first and not be so concerned about the other stuff.