personally, i would have very politely declined to answer and see what would have happened as imho, that's none of their business and if they persisted, i would have asked for a written answer as to why i was being asked and then responded as follows:

1) Where are you headed today? [on a plane]
2) Is this your origin [no, my destination-that's why i'm going thru security]
2a) Did you come from somewhere else? [no but my dad was not born here if that counts]
2b) Did you fly from somewhere else today [No, i walked]
3) Are you connecting to somewhere? [depends if i get bumped]

sorry to be such a smart a$$ but personally, and unless the person asking has a degree in psychology, it's none of their bloody business.