Question Author
A couple of further comments.
As spudqueen confirmed, she was exceeding her authroity. Possibly not by asking the question, but by insisting that I answer it.
trt - I genuinely cannot remember where I had been. It was a month or so before posting the question and I travel frequently, but probably it was either, Norway, Denmark, Holland or Germany. Although I had also been to Sweden and Belgium around that time. I was just not sure which particular trip this happened on.
I am a UK citizen, I am perfectly respectable and have absolutely nothing to hide. If I was not a UK citizen, then I think the officer would have been perfectly entitled to ask where I had come from.