There's no single market value for workers, because there's no one archetypical worker, especially not for the kind of knowledge work many people here do where you have salary negotiations at all.
So it's your responsibility as a candidate to portrait yourself as the highest and most valuable kind of worker and ask for compensation that's commensurate with that. That number is also part of the signalling.
> Or they can just lie and say yeah we cover that.
Well, you'll detect that lie at the latest when it comes to signing the contract. If you do, that's a big red flag and you will save yourself a lot of hassle by walking away.
> I find it easier to lie on a yes or no question, than a question of quantity.
I'm not sure that makes much of a difference. But let's grant it for the sake of argument: in that case, you giving them a number also has bigger signalling effect.