Can a manager ask you questions about sex in an interview?

I am a clinical team leader applying for an assistant nurse manager position in Dayton, Ohio and I recently interviewed for an internal position with both of my senior managers. During this interview my female boss asked me how it would be viewed to have an all an all male management team. Is this even legal?
After this interview I then received a peer interview. One of the persons conducting this interview later applied for the same position that she had a hand in interviewing me for. Later on that week they hired the female from the aforementioned peer interview that had given input to our managers whether or not to hire me. I know that this is highly unethical, but Ohio doesn't care about workers and/or hiring practices. My major question is why ask about being male in my original interview and is this something that I need to evaluate further?