I think it depends really - I'm thinking of cases where people have been off sick with bad backs and then been seen carrying bricks on a building site etc
In those instances I thing the employer is perfectly entitled to follow up on information given and get any evidence they can to get such people sacked!
It may be different if you were off with a cold though, and your employer follows you to the chemist to get your lemsip!
one of my workmates was bumped into when they were ill, and wondered if they were allowed to ask question if there was a certificate, and I have to say, I thought they were.