This doesn't mean you should share current salary information, but does mean you should be prepared to state your salary expectations. This can be a good thing, as you can anchor high.
If you're in demand and are taking phone screens on a whim, you can always ask the recruiter to share their range. Odds are good they won't, and you can have some "fun" by expressing concern that they don't know what they're hiring for.
If the first thing out of your mouth is salary and they balk at that then you never even get to the negotiating phase.
A few failures, like you had, is simply part of the process. I don't think it's reasonable to expect to be successful a job hunting every time you go into the interview process. The time you put in is part of that process.