Back in the dark ages when I interviewed at Harvard, I was very uncomfortable since he was doing the interview at a K Street stodgy law firm. I use that an a “Don’t” and always go out of my way to make my interviews as pleasant as possible for the interviewee. As I have said in other posts, we are supposed to be ambassadors for our alma mater. This is not a hazing.
I never ask a kid where else they are applying, though if they are applying to Yale I can assume there are other top tier schools on their list. I usually ask them what types of schools they applied to and why they chose them. Helps me to determine “fit”.