You could say nosy, or you could say, very clever way to get him talking about potential issues which will affect the way the physio treats him. Having PTSD is something treating physicians should know... and being relaxed whilst massaged is a good time to ask, IMHO.
Is it really up to you to decide what is, and is not, nosy for your partner? If he didn't want to answer, he wouldn't. He did though... and obviously the treatment went well, regardless of your personal feelings.