Sorry but I disagree. Nobody has ever asked me how much I currently make or I made at my last position. It is just not relevant. You make an offer. I might or might not take it. Asking me to reveal my current salary first is silly. If you insist on this information before the conversation can continue, then conversation is over.
They shouldn't ask the question much less demand an answer threatening to close communication if the demand is not met. If they do so, they are clearly not somewhere you want to work.