I think when people ask this, they mean something more along the lines of " are you feeling good like I am.?"
anything less than a " yes" is like an insult to them
the concept of " not being okay" is something that some people can't get their head around
I always say "no", because I've always said.. i'm not going to say I'm okay if i'm not. if people don't like it, they're just going to have to deal with it.. that's how it is.
I also hate " how are you?"
more like, " are you happy?."
they don't care how you are.. if they did, when you said you were feeling depressed they would take the conversation further