You're talking about two different things, which gives credence to my point that 'interviewee doesn't know what they are asking'.
The 'health of the company' and the 'valuation of you shares' are completely different things.
On your last point: "a minimum the percentage your equity grant represents and valuation at last funding round" - yes, they should probably do that. Because otherwise, the value of that equity could be anything, it's impossible to know what 10 000 shares means.
But that doesn't tell you anything about the company. Private valuations are mostly fantasy.
You'll want to get a sense if the company is healthy, and even 'burn rate' isn't so much the right question, it's probably new customers.
If the company is growing in terms of revenues and customers, it's probably the most positive signal of all not only in terms of stability, but also the actual value of the equity in then i.e. 'if it will be worth something'.
Finally, NDA's are not a very good protection, everything is still 'need to know'.
The 'health of the company' and the 'valuation of you shares' are completely different things.
On your last point: "a minimum the percentage your equity grant represents and valuation at last funding round" - yes, they should probably do that. Because otherwise, the value of that equity could be anything, it's impossible to know what 10 000 shares means.
But that doesn't tell you anything about the company. Private valuations are mostly fantasy.
You'll want to get a sense if the company is healthy, and even 'burn rate' isn't so much the right question, it's probably new customers.
If the company is growing in terms of revenues and customers, it's probably the most positive signal of all not only in terms of stability, but also the actual value of the equity in then i.e. 'if it will be worth something'.
Finally, NDA's are not a very good protection, everything is still 'need to know'.