Why is is supposed to be out of bounds to ask a question?

Because asking certain questions without a factual predicate can be an exercise in indulging a prejudice, which is deeply offensive.

Like many ethnic, racial, or religious minorities, Jews have historically been subject to certain prejudicial attitudes and beliefs. One of the prejudices about Jews is the assumption that they have dual or incomplete loyalties to their country. That they're more loyal to their own people than their home.

So if you were to ask a Jew if they were an agent of Israel just because they are Jewish, it would be deeply offensive and possibly anti-Semitic (the former being the effect on the person being asked, the latter depending on the position of the asker). It would be like asking a potential candidate of Irish descent if they have a drinking problem based solely on their Irish heritage.

Note - if there's a sufficient reason other than their ethnic or religious identity, the same question can be perfectly fine. If you ask a potential candidate whether they have a drinking problem because they have a past history of struggles with alcohol, the fact that they might also be Irish doesn't make the question out of bounds.

I don't personally know whether Shapiro's biography has sufficient past events to put this question in one category or another - but just "asking a question" can sometimes be an exercise in prejudice and discrimination.