Is it some power fantasy that they play into? Asking you a question you had no idea was coming; they did not prepare you for; and that they expect an immediate response.
Being prepared is one of the main characteristics of anyone with their shit together. Yet these interviews are always trying to catch people off-guard.
What would be so wrong with them sending you an exact list of question that will be brought up. Is it because they don't want you to research something, and expect you to recite what you already know? Because if so, that's the dumbest perspective to have. What's wrong with someone learning something one way or the other?
I'll get something like, “tell me a challenge you overcame in the workplace”. So you want me to dig up the most impressive thing I've ever done, from past jobs I've left in the past, and you want me to come up with that in all but 5 seconds.