While men don't exactly stop thinking (don't want it to sound that way) a great many of them don't have that constant dialogue that we women do. So when my H would tell me he really wasn't thinking about anything....well, he wasn't.
Last time I looked I was a man so here goes.
GEL for me to give an answer to that question like your H did, it is something like "do these pants make my butt look big," I know I will only make things worse so why answer. Maybe your H had a similar defensive thought when he said nothing. Maybe he was thinking about something he thought you wouldn’t understand. I might tell BB “nothing” when I was thinking about a “code 50” error on a laser printer because I know before hand, if I explained a “code 50” error to her, she wouldn’t follow what I was saying, and I would get the “not interested” look from her.
I think all of the time, and admit to not hearing what BB talks about, because sometimes she talks to or about the dogs and I don't know if I need to reply.
I will admit to thinking about single subjects rather than multi-tasking thoughts. I call it concentration on the important.