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If you answer "yes" to the "are you carrying anything for anybody else" question then you will be denied boarding. So the question might as well be worded instead "Do you want to be denied carriage, not get to see your family, and lose the fare you have paid as it is nonrefundable ? Answer yes or no".
I've done this a couple of times and was asked to explain the situation. In one case (travelling on a US airline) colleagues had given me envelopes containing documents they wanted hand delivered to one of our other offices. They looked at the envelope, but didn't open it (it was unsealed) and then went back to checking me in. In another case I had packed in my hold luggage something my wife wanted me to post to one of her British relatives since I was going to London anyway. Again they appeared to be completely unconcerned after I explained and did not want me to open my bag before they sent it down the chute.
So I don't believe it SOP to deny honest travellers when the answer to this question is "Yes"
In actual fact if the check in agent suspects that you may have something which belongs to a 3rd person that is not travelling, and suspects that you are not 100% sure of its contents, then that bag will be sent for additional screening before it is loaded onto the aircraft. Answering no to this question will not get you offloaded. Furthermore it is better to be honest with your responses than to lie and not be so sure. It could actually be the difference in reaching your destination safely or being blown up in mid air.
Im sure the majority of you may already know the case of Anne Marie Murphy, but if not not look it up. That is one of the main reason these security questions are asked.