Part of our culture/personality/team fit questions is like this. We also have one that's something like "tell me about a time you failed a commitment (deadline, etc) and how you handled it". Numerous people with over a decade claim perfect records, frequently blaming all those around them as having failed. It's been a real easy way to eliminate candidates, particularly because almost every team member we have gave an example that was within like a month of when they interviewed.
Interesting, though perhaps they misinterpreted the question. Some companies seem to have a culture where you never admit failure and perhaps they assumed that was the answer you were looking for?
All of the failed responses weren't just not admitting failure, but directly blaming others. One example was a team lead in charge of a project where they said the developers missed their deadlines and would "whine" about not having enough details to do their job. Someone who didn't have an example of failing to deliver, but had examples of near misses they were able to save would even be good examples. Playing the blame game, though, just doesn't fit.