I think I agree with both of you, and am always inclined to just provide whatever they ask. They absolutely are aware that 99% of applicants apply to more than one school.
However, if Candidate A selects H/S/W, and Candidate B selects UNC, Vanderbilt, Maryland...I think the reader of the application would have a different understanding of the applicant's "true" top choice. I am oversimplifying...but you get the picture.
Another issue - by selecting other programs you limit yourself in what you can identify as being the unique factors at Duke that is really attracting you (i.e. Why Duke?)
For example, if you say you want to go to Duke because it is somewhat isolated and not in an Urban Area...and then you tell them you are applying to Booth and CBS...what does that say?
Anyway...appreciate your feedback...