It is not because they ask the question that they can know the answer.  Of course you are supposed to declare everything a state can potentially steal, that's why they exist.  There's no way for them to know that you have a private key.  You don't even have to keep it on a computer.  You just have the seed of the wallet somewhere.  Knowing some words is hard to find out.

What is funny, though, is that if they have to give two examples of crypto currencies, bitcoin and monero come to their mind !
That's quite bullish for monero !