You know the situation. The players reflexively ask to search for hidden doors. Maybe you have them roll maybe you don't. You keep telling them "Nope, no hidden doors here." There never were. You don't want to spend all that time looking for things that don't exist. But the minute you actually take their question seriously, they know there's a secret door (or a trap or a space whale) somewhere, even if they have a poor chance of finding it.
So how do you deal with the challenge that's not there? How do you keep it from giving away the hidden challenge you have set up? How do you keep the players unaware of whether they're actually being challenged?