Still so many misconceptions about Direct game being peddled as "advice" by people either too scared to try it or unable to perform it correctly!
(1) Looks MATTER whether or not you're being direct or indirect. Just not as much as you think. Women are generally more attracted to personality traits such as CONFIDENCE. Also they have (often quite specific) TYPES, which means that I might be a 10 to one girl and a 2 to another.
[This favours Direct game, since a confidently delivered Direct opener performs a lot of work in 10 seconds as it builds attraction in those women who would sleep with you, and immediately lets you know that the women that would NEVER sleep with you are not interested without you having to spend 30 minutes talking to them and getting nowhere.]
Whether you should go direct or indirect has nothing to do with what you look like - it's all about whether you are comfortable delivering a direct opener in the right way or not, and how you follow up the opener depending on how she takes it. That is, how good your GAME is.
(2) Whether a Direct opener would work or not has NOTHING to do with how hot, or how much of a slut, the girl is. In fact, I find that going direct on a 7 or below is actually less effective than on a 9 or 10. This is because an honest and powerful compliment and an upfront statement of intent to a 9 is authentic and congruent - she KNOWS exactly why I've come over to talk to her, and she KNOWS she's hot, so why bother pretending? A 7, on the other hand, might not be able to take a forceful compliment, may think I'm bullshitting her, and may feel more pressure on her than a girl who's often noticed for her looks would feel.
I've gone direct on almost every single girl I've slept with over the past year - some of them have slept with a lot of guys, others were relationship girls who'd only slept with 4 or 5 guys ever, and one was even a virgin! There is no correlation between being a "slut" and being receptive towards a direct approach. Furthermore, some of the women found me their ideal "type," but others simply found my confidence so attractive that they dated me despite the fact that they hadn't ever slept with a man of my type before.
(3) Direct is no more of a "risk" than Indirect. All that Direct means is you get blown out within 1-2 minutes and Indirect enables you to extend the interaction to maybe 20-30 minutes before the girl politely excuses herself. If you are new to this and want to just practice talking to women, then by all means go indirect so you can gain some experience. However, if you are comfortable talking to women and your aim is to have a sexual relationship of some kind, then being Direct saves you time. The fact remains - some girls will NOT sleep with you! But that's ok, I prefer direct because I'd like to know NOW, so I can spend my valuable time flirting with the girls that actually ARE interested.
As to the OP - the boyfriend response is often an an "auto-response" because the girl is a bit taken aback or unsure of the situation, and she's trying to get rid of you rather than face an awkward moment. You can choose to ignore it and keep moving, for example "oh yeah, me too - I won't tell mine if you don't tell yours

so anyway..." OR you can make light of it and see whether she's just making it up "oh really - what's his name? / what does he do? / is it a serious thing? / how many months?" etc. What this does is immediately see if she's lying, but it can also find out if it's just a casual thing or maybe she's thinking about leaving him. I've used this method to find out that she wasn't particularly happy and was probably leaving him soon anyway, so I ended up getting a date and she broke up with him the next day!