Interesting question. I know it's been asked before since I joined the forum but I'm waiting to hear what the more experienced PUAs have to say.
From my experience, several women have asked me this question in the past, and your success with women would partly depend on how you answer this question any time it comes up in a conversation.
When this question comes up, I answer in a playful manner "yes, I'm seeing a couple of girls at the moment, but nothing too serious
".Girls find this attractive because it shows you've got options and you must be an attractive guy to be seeing a couple of girls. It also tells her you are not trying to hit on her and you are not afraid of losing her because of this.
However, you can't give this answer to the question and behave needy afterwards. That would not be congruent with who you are as an attractive guy and she will lose all attraction she had for you.