It's possible they're just asking the question to see the person's reaction rather than the answer itself.
I'm pretty sure they've used this technique on me a few times at airport immigration checkpoints. They'll ask a question in an accusatory tone, implying something that there is some sort of problem. One common question is whether my wife and I are actually married becuase we have different last names. We're both U.S. citizens with a long history of international travel (in other words, the I&C folks know us

), so the only conceivable reason for pretending we're married would be to go up to the immigration booth as a couple instead of one at a time. (Yeah, right, we're pretending to be married to get through the line 15 seconds quicker.

)
Anyways, they'll press a little bit and then wave us through. I'm pretty sure they're just looking for a reaction that might indicate that something isn't quite right, even if it's something that entirely unrelated to the "are you married" question. In our case, any nervousness would probably be a tip-off, as two native-born U.S. citizens aren't likely to have any reason to be nervous at U.S. immigration.