The chair also put a GPS device on your car, when he shook your hand he implanted another GPS tracking device, and you're being bugged.
Ever see Enemy of the State ?
http://klipd.com/watch/enemy-of-the-state/discovering-tracking-devices-scene
That chair I'm sure put as much investment into this as what's going on in this movie.
When you came home, took off your clothes, and started dancing to Richard Simmons' Sweating to the Oldies, yes now he knows about that too.
That secret meth lab you started to cook meth on the side for more money? Yeah, it's public now.
Yes I'm joking. (I hope with you, not at you.)
The chair probably asked you just to break the ice, get a bearing on what' you're interested in, and just get to know you.
Asking where else you're looking tells the chair what geographic locations you're willing to move, maybe what type of clinical scenarios you like, and a gauge of the pay you're expecting.
Don't let telling the guy that you're interested in other places unnerve you. It ups your stock. It sends a message to him that you're wanted elsewhere so you better be treated with respect. There's a difference between a doc with no other opportunities vs one that's highly respected and a wanted commodity. Tell him where else you're looking with pride. If you really want this guy's place, tell him that to make him know that his place is in your gunsight.