I have abandoned many applications for exactly this reason. Yes, you can lie about it. But at the end of the day this is an unethical practice. It shouldn't matter what your current compensation is. What does the position pay? That's what matters. The only reason they're asking is so they can take advantage of you when it comes time to talk compensation. They want to know if you're desperate so they can low ball you and make your life worse to feed their inhuman greed. That is inherently predatory.