I was just thinking about the defense you get from people in the community when you complain about others asking personal questions. Often the response is, "well, it's pretty natural for people to be curious about that." Whether or not people want to know something should be independant of whether or not they ask.
For example, I recently worked for a woman who had just had a baby. Apparently, she made a new friend while she was very much showing. After she had the baby, this woman says to her something like, "oh you're skinny, I just assumed you were fat because..." Well, I actually think it's natural to see a big woman and know that she's also preggies but, it doesn't dawn on you that she's only big for the baby. However, it's better to not say these things to your friend.
The same goes true for asking me why I converted. Wait until you know the person a little and then ask, "I never asked you your conversion story, do you mind sharing it?" Don't ask in front of others. If you ask this, say, on Shabbos and other guests start showing up and the person telling you their story doesn't know these people, DROP IT. Don't say, "oh, so you were telling me...."
I have a frum Jewish friend who asked me about for sex tips to improve her marriage. You know what though? I think I knew her a year or near to it, when she asked me and NO ONE else was around. When her HUSBAND came home... the topic changed. Why can't everyone be this wise?