Airport workers ask you a question to know if you are on a connecting flight but they use a different term for it.
You are probably looking for the term transit passenger, according to Macmillan Dictionary:
a passenger at an airport who is there to change flights and therefore does not have to go through customs or immigration
The question could be:
Are you a transit passenger?
Attribution:"Transit Passenger - definition and Synonyms." Transit Passenger (noun) Definition and Synonyms | Macmillan Dictionary. Accessed April 15, 2018. https://www.macmillandictionary.com/dictionary/british/transit-passenger.