A lot of them use it as an ice-breaker, to start the conversation off and get you comfortable with talking about yourself so they can understand you and your profile better. They also use it to check for red flags as mentioned by other comments.

The correct answer to this question, assuming you're employed, is "I'm pretty happy at <company>, it's a good environment and I really like the team. I'm not really looking for a new challenge right now, but if the right opportunity presented itself, I'd be open to it."