We do that too. We don't have a preference either way, because for us it only serves one purpose, which is to determine if we should continue the interview process.
Surprisingly, very few candidates ask us upfront what the position pays. In fact, we've only had one candidate who tried to play the "salary game" (if you will) and turned the question back on us when we asked what their salary range was. Like I said though, we just reveal it. To us, it's not a game, but rather two parties exchanging information in a fair and transparent manner.
You may think it is not a game, and I don't doubt your intentions, but it still is a game.
At the beginning you are not invested in the candidate. A candidate that wants to work for you, but wants to maximize salary would be foolish not to try to get you to invest more before starting to talk salary, as it's far harder for you to walk away over 5% or 10% or even 20% once you've decided you have a candidate you like and face the prospect of spending time on another candidate instead.
You have the power advantage that passing the candidate over has less impact for you than it has for many/most candidates, so to a candidate it is far more important to spend the effort of selling you on just them first before talking price.
Surprisingly, very few candidates ask us upfront what the position pays. In fact, we've only had one candidate who tried to play the "salary game" (if you will) and turned the question back on us when we asked what their salary range was. Like I said though, we just reveal it. To us, it's not a game, but rather two parties exchanging information in a fair and transparent manner.