You'd be surprised. The last few candidates I interviewed claimed never to have failed at anything. They also never had a time when they felt unmotivated at work, and had never argued with their manager or cow-orkers, and never made a mistake that affected a production system.
The real value of the question is that it tells you if this is the sort of person who only says what they think you want to hear, not the truth.
I participated in the interview of a dev candidate who had the same answer. "I really can't think of anything I've failed at." This was so implausible that on the basis of that answer alone I voted "no hire"
The real value of the question is that it tells you if this is the sort of person who only says what they think you want to hear, not the truth.