You think too much. If he didn't specifically point out: I want the personal phone number of the person in charge of your department or someone, you can take him as a "background check for new employees", which is more reasonable as you said.
You just assumed that he might want to dig someone up. If people are actually just investigating the background, are you overthinking it?
Even if he really wants to dig a corner, but he doesn't make it clear, I think you can play dumb because you just entered the company and don't know much about the leader's personality. It's best not to show that you like to guess what the leader thinks. This question is straightforward and business-like. In addition, you also feel that this is not kind, and it is best not to leave the feeling that "this person can do whatever it takes" to the leader. Subordinates can be stupid, but they must not be stupid.