Doesn't matter whether they did.

They don't have the right to demand it from you, but CKJ is speaking the unblemished truth: if you don't provide it to them, they have a reason not to hire you!

And, it's also true what the rest of the commenters said - if what you said was honest and true, why are you scared of disclosing your previous salary???

So, it's really up to you, and not up to the rest of us...