It’s a surprisingly good filter.
EDIT: To clarify since this got more attention than I expected...I don’t disqualify any candidate based on the answer to a single question. I just use that question to assess their actual SQL experience. If you’ve spent any amount time writing raw queries by hand for reports or just to pass through to a web service, you’re going to have run into HAVING. It’s a simple part of the basic SELECT syntax without needing to involve joins, subqueries, index optimizations or specific knowledge of database internals.
It’s a fair question and the only way you wouldn’t have run into it is from working purely with ORMs or NoSQL. There’s a lot you can do without it, but it goes a long way in determining my ability to ask you to open up a query analyzer in different environments. It’s also going to tell me a lot about the way you think about data problems and where you are going to gravitate for certain types of logic.