Yes, you can argue that he could have just kept his mouth shut and still honestly taken the Yahoo deal, but he said what he thought was right and gave Yahoo some good judgement about pg's team.
I recently interviewed with a number of firms, and the ones that give off the best impression are the ones who ask to integrity at some point in the process. Hopefully this won't turn into the next "what's your greatest weakness" of interview questions. But firms doing the same thing in the same industry can often have a very different feel to them, and this is one of those things that might change your impression.