I have been asked that several times, both at LHR and at MUC check in to the US (on an American carrier)
One does have to wonder if it is the security firm or the US government/TSA which is responsible for the actual inane questions.
The one which boggles my mind is at MUC for US operated, US bound flights - 'what did you purchase at the airport today?' MUC is a shopping paradise with an entire mall on the way from the S-bahn station to the check in area, including two grocery stores and a drug store. I often do my regular shopping there!