Yeah, however, the problem with breaking laws around immigration in a place you like is that you won't have to do much to become ineligible for the convenient visa options. As in, get caught by immigration working on a tourist visa, get no tourist visa approved for the next 10~20 years. If you get a visa at all, that is, though I understand merely violating conditions, not breaking normal laws or overstaying has no good reason to get you banned from entry itself.
You can be banned from the US for any reason, or no reason, just because they don’t like the look of your face, or the officer is having a bad day, etc.
Regardless of what the law says you don’t have any right to enter the US, regardless of what visa you hold (except perhaps a green card), so be friendly, look wealthy and important, and say the right things.
Laws in probably every other country are the same in this regard. If you enter the country and do any work under the wrong visa, it is an improper entry.
Nobody expects you to say "yes, I want to defraud old people" but if evidence comes up that you intended to do illegal stuff they now have a simple case of you lying to the immigration officer.
Similarly to how you are supposed to pay taxes on income of illegal activities, if they find stacks of cash in your house it becomes easier to convict you.
They are weird laws but have their uses (good or bad)
A direct question like that is seen to be useful as part of a broader set of questions, due to the emotional effect on the interviewee, depending on the "interviewing technique" that the agency is using.