Kidman and Letterman play that coy game ever time she appears on the show. He's always hinting around trying to get personal details, and she just evades him. It sometimes leads to interesting moments, like the time he was pressing her to talk about the split from Cruise, and she kept dodging. Then after a pause, she suddenly piped up with: "At least I can wear heels again." When Letterman stopped laughing, he said: "Oh, that's gonna cost you!"
BTW, I assume everyone knows that show was a rerun.