My employer asked about my religion during a job interview in Israel. Is that legal?

Generally no. Section 3 of the Equal Employment Opportunities Law prohibits employers from asking interview questions that express, explicitly or implicitly, a preference or disqualification based on any protected category. Asking a candidate their religion, whether they observe the Sabbath, or whether they are pregnant gives rise to a presumption of discrimination under Section 9, shifting the burden to the employer to show the question was unrelated to the hiring decision.