My goal is to see if your salary target fit's in the company's range. If not, I don't want to waste your time, although in some cases you may be interested in getting less money for stock options and, well, all sorts of good reasons.
Most people volunteer their salary because A) I'll keep it confidential if they ask, and will share market salary info with them, and possibly B) they are confident they are well paid and want to use it as an anchor. If they give me their current salary and their target, I only pass on the target since it's the operative number. I have good clients who have no problem with that.
In your case, truthfully, I would have shared just to hear what their offer was. They don't know your salary now, but you don't know if they would have given you what you wanted because you halted negotiation. If you were looking for a fair market rate and they advertise compensation as "competitive," that shouldn't be a problem.