In this case, if a cleared employee is asked: is this information true, is there such an investigation? Then simply by saying they can't comment on the question, they reveal the info to be true.
I think most people with high-level clearances would play it safe in such situations and just deny any knowledge of the situation.
I worked at Defense Science & Technology for a year, and there were levels of classification I wasn't even cleared to know about.
It was very common for someone to be working on something they could not tell their direct boss about, because their boss was not cleared for it.
The existence of it is important. I can't tell the content of x letter sent from China's Amb to the mother ship but I can tell you that we intercepted the letter. How was it intercepted? That in itself means a lot.