Thanks for the welcome everyone.
I guess I came across as complaining, but I was really just surprised. I'd never encountered a problem before... they didn't ask to look in our luggage or anything else - just concerned about my domestic travel, which seemed really strange to me - as I have only entered the US at LAX, SFO or CVG, I wondered if it was just DEN...
oh well, as someone pointed out - at least I wasn't groped.