I don't remember AROTC asking if you were applying anywhere else.
As to question of the interview question, do be expected to be asked why you are applying to where (if not interviewing at your #1 school). You need to have be able to explain your rationale for your school order.
For example if your #1 school is an academic reach, and you are interviewing at your #2, you can tell the interviewer that your decision is both a product of where you get a scholarship offer AND where you are admitted. While "reach" school is a great place to go, I would definitely enjoy going to your school and would definitely accept the scholarship if I haven't been accepted to "reach" school when the scholarship offer is made.
Goaliegirl interviewed at a school that wasn't even on her list (our local Flagship). Interviewer liked her and when asked the question, she was able to explain that her decision was about schools that offered her sport (ice hockey) - which our Flagship doesn't offer and that being able to represent her school on a varsity team was also important to her college experience. He respected her decision and the interview went very well.
Later on in the process, when the subject of a campus scholarship was brought up (by Goaliegirl's #2 school), she had to explain to the ROO her school ranking and decision making process - schools were ranked based upon the likelyhood of getting game time in the first 2 years, but the decision was a combination of the school offering a scholarship where the coach was most actively recruiting her. In this case, the #1 school coach was not making consistent contact with her communication, suggesting a weak level of interest. When explained to the ROO at school #2, it was more than adequate to move the process along.
What I am saying here is that you need to know your priorities and where you stand with a school when you apply for the scholarship - This will drive your decision making process that you need to be able to explain and should really communicate to your top couple of units' ROO. Not sure about NROTC or AFROTC, but with the Army, it is really in your best interest to be an open and active participant in the application/recruiting process.
If along the way something changes your outlook (denial on Early Decision, change of major interest eliminating a school, etc.) on where you want to go to school, tell both the schools you no longer are considering AND the next ones in priority to let them know that your interest is now higher.