I agree with gdl and concordia on this. I interviewed with consulting firms and I had no problem telling them who else I was interviewing with and where I wanted to be in 5-10 years (even if it wasn't working there). I had this asked of me a few times, but always in a disarming and polite way. I responded in kind, but I wasn't shotgunning interviews to see what stuck either. I think the focus issue is the primary reason they ask this IMO. They want to hire people that want to work there and will be a fit. It seems perfectly justified on their part to gauge where your interests lie in any manner possible. I'm guessing McKinsey doesn't want to hire someone going through their process just in case their banking interviews don't work out - and can you blame them?