There is an actual reason why.
Surprisingly, it is very hard for people to lie. If you ask someone who stole a cookie, "Did you steal a cookie?", they will most likely say "I would never" or "Didn't do it", but never come our and say "I didn't steal a cookie". So, that question sees if they give a solid "Yes", or says something else (anything else is considered suspect).
(If you're interested in learning more, google statement analysis)
Just a quick criminology lesson! :)