Regarding the mortgage thing, I had the same feeling as you, but how it works is that mortgages are cheaper if you buy them with private insurance (income protection, life insurance).
For example: Nordea (a bank) and “If” (an insurance company) have a close partnership offering discounts for each others services when buying an apartment or house. Based on the information If gives backs to Nordea there can be greater discounts on mortgages; this worked in my favour previously and I got a 1.34% mortgage when the list price for 3y fixed was 2.1%.
It could be expanded further to say that if “If” considers me too high risk from various factors regarding my health that they would not even offer me health insurance at all, then the bank could use as justification itself that I am high risk and not extend a loan offer.