I agree it can be uncomfortable for people, as is almost everything around compensation. I don't think we're entitled to know, but it is an expression of trust when someone shares it, and thus far with ~99% of people we've hired over 10 years it hasn't been an issue.
Why should people express trust in you by deliberately sacrificing information relevant to their own interests before you've proven yourself trustworthy?
Well actually, one usually builds trust by giving it in small pieces, showing that you're willing and able to develop a relationship with the other person. But the key word there is small: you don't place yourself at a large disadvantage until the other person has shown themselves to be trustworthy in previous instances where less was at stake.