I've gotten that too and I think most of the time is the person doesn't have a clue what the documentation is. They copied it from someone else. I hit a dead end with my husband's grandfather's siblings. There is an aunt my father-in-law never heard of. She's on a ship manifest (and several years older than the other siblings). She's listed on a good half dozen trees at Ancestry with the same married name (and this unusual maiden name...sometimes the parents' names are given too, so I'm sure it's the same person). I wrote all of the tree owners and only got one or two replies, all telling me they just copied it and don't have documentation. Even using the probable married name I haven't found anything else. Somewhere someone must have at least one doc showing the connection between the married and maiden name, even if it's verbal confirmation from the source.
I don't get it though when someone has a computer file of a document and won't share it. My uncle and I shared everything we each had. I sent all my docs to a distant cousin of my husband's who did a very complete branch of my mother-in-law's family tree (she hasn't sent anything to me, she just tells me when one of my docs is new to her). And I sent all my docs to someone who is almost certainly a cousin of mine but we need to go back one or two more generations (he's shared everything with me too). And if they don't have the computer file, then at least they could say where the doc is from and the basic info on it.
I would understand refusing a request to "share all your docs" with someone you don't know. But one specific person who is a shared ancestor? Makes no sense to me.
If you and I were to have any shared ancestors, I'd be happy to share the info I have.