As a recruitment agent myself, it is always handy to know where candidates are interviewing, not just so we can approach those companies ourselves. As I'm sure you know, certain firms can be notoriously slow in feeding back on CV's & it tends to speed things up a little bit if they know a candidate is interviewing with their competitors. It can also sometimes swing things in your favour. If you're interviewing with a number of good companies, particularly if you're at second or third stage, it gives your CV that extra bit of backing.