Even when a woman does change her last name after marriage, believing that her maiden name is somehow secret information in this day and age seems about as secure as "what street did you grow up on?", or "what was your high school mascot?". The root of the problem is believing that security questions are a good practice to begin with.
I always (politely) point this out when I'm dealing with a human at an institution who asks me for this information as part of the security process.