It matters to us, because we are a very small studio where teams are given a high degree of freedom. In our experience, lack of inquisitiveness or interest in the business is a good predictor for a bad fit. Also, I believe interviews should be a two way street, so I expect to be challenged by a candidate, because it's also up to them to decide if they want to work with us.

I do have to note that I mostly do the last interview rounds, after initial screenings and assignment (from home, no whiteboard coding), so I talk to candidates who have had plenty of exposure to things to ask follow-up questions about. Why should it not matter?