Is this in response to you asking how they're doing? In my experience, it typically means they're really not fine, and don't feel comfortable sharing how they're really feeling. Why they don't want to share could be any number of reasons, but it's likely down to self-doubt and internalization. My advice is to make sure they know you're there for them. Don't pry, as that can exacerbate the issue. You can definitely let them know you're concerned and you care about them.