they ask because they want to know and as far as the applications process is concerned they are god and you are pond-scum. Answer however you like, lie or leave blank if you feel comfortable.
i don't know the exact reason but here is something to think about: when i interviewed at Marquette last fall, the admissions director asked me point blank, 'how many schools did you apply to?'. i answered 8 and he seemed pleased with that. he told me that he feels like many applicants are applying to too many schools. he was of the opinion that if applicants apply to a ton of schools then they are not really showing that they want to go to any one school in particular.
one thing i noticed in interviewing is that schools want you to show them that you really want to go to THEIR school, not just any dental school. so, even if you dont really want to go to that school or just dont care, make the school think that they are your number one choice and you will be much better off.
i think that is the real reason why they ask. i think they use it to gauge the level of interest you have in their school but that is just my own opinion and i could be totally wrong. dont lie on the application though.