Welcome to the world of MLC. You are exactly right. The rules aren't fair and you just have to deal with it. You are not allowed to ask questions but the reverse is allowed.
Only when you allow it. There's nothing wrong with setting a boundary, like a couple of the ones suggested. In my experience, this is best done early on, but it really can be done at any time with an "I have decided that _______ " statement:
"I have decided that I'm no longer willing to be pried about my personal life. These are details I would have willingly shared with you as a committed couple, but as long as you've invited a third person into the marriage, I'm no longer accountable to you about my whereabouts. Now, PLEASE DON'T ASK ME AGAIN."