I'm not sure that it's a requirement to divulge such information, per se, but it is probably beneficial to do so as many drugs--legal or illegal--show up in drug tests. I think it would be a horrible thing for a prescription drug to throw off your drug screen. If the screener is aware of all drugs and how they interact, they will be able to eliminate any idea that you are using illegal narcotics.
Are you concerned that telling drug prescriptions will reveal certain information about your mental or physical health that you don't want revealed? Well, that IS illegal--and if anyone tells anyone else about what medication you are on or if you feel you have been discriminated against because of information gained during a drug screen, you can sue! That is a violation of your rights under HIPA.