They'll frame it as not wanting to waste anybody's time by submitting you as a candidate if you're already mid-flight on other positions, but they can still figure that out without having specifics on the actual company, role, salary, etc.
They're banking on you offering it because saying no would rule out any mysterious prospects they have to offer, but really they're looking for new leads and if it comes from a candidate then it's warmer. Just have to be polite when you give them vague info and say you're not able to share more than that.
Also, other positions they now know are open and can see if they can recruit for.
Laugh and say "Nice try. I won't hold it against you, but...seriously? Do you actually expect people to tell you that?"