I understand they can ask, but in all the years we have never been asked. If we were we would just show our AA reservations with the locator number, etc. Any more that is all you have anyway, as it is not like you have paper tickets anymore.

It might be more of a function of how you fill out the immigration forms that would trigger a question like that. For example you always put on the immigration for where you are staying, even if it is generic like beachside villas. Or the name of the private villa that you might be staying at. No address needed, but fill in that question with something, do not leave it blank.

Not filling in that question can create issues at immigration, know from personal experience with my brother several years ago.