I knew I would find it eventually! Here is the thread I was thinking of (including info from an AO who is no longer active on the boards)
http://talk.collegeconfidential.com/prep-school-admissions/598565-the-what-other-schools-are-you-looking-at-question-p1.html
From DD’s experience, I got the impression that they wanted to know what other schools she was interested in to determine the likelihood of acceptance.