This is so very much the answer I want from an LLM every single time it's not reasonably certain about an answer to a query. Not "hallucinate" a plausible sounding answer and then confidently spew lies at me as if it's gospel truth.
I can accept "I don't know" from a human just fine, so I can damn sure accept it from a machine made by humans; but I'm far less tolerant of lies from a machine than I am from humans. Humans will lie for a great many reasons, a fair few of which are easily enough forgivable / understandable. A machine will generally "lie" for only a comparatively very few possible reasons (a physical flaw or defect in the machine; faulty data, be it purposeful or accidental; a human designed it to be untruthful, etc.), most of which are just plain largely unacceptable on multiple levels.
Even better than "I don't know" would be my fifth grade teacher's favorite answer ("way back in ye golden olden days") in situations where he didn't know the answer: "I don't know, but let's find out together." and then the research would proceed apace. An LLM should be capable of such quite easily one would think. They make great "research assistants" when trained on a relevant data set and guided properly with a well crafted system prompt, and they're centered around / trained upon human language so should be able to guide a human to available resources with pretty near zero hassle. :)