You can, of course refuse to answer the question... :rolleyes:
But more to the point, we are talking about morality- not how morality may lead to unwanted results- eg witch hunts, crusades, stonings, or in this case, murder, etc.
If you are a Christian, the morality applies to you as much as the Kantian version- only now you answer to an "outside authority" if you DO lie, which theoretically could see you in hell for all eternity- a little added incentive to the mere "commandment". The Christian is also expected NOT to lie, and receive a "Get out of hell free" card for it, by becoming a martyr...
The difference between the two scenarios are what we are considering: what you(mankind) needs to live a moral life. Of course, there are no real differences.
Morality applies to all- the axe-man is immoral, and therefore not our consideration here. Besides, if you KNOW the man is an axe murderer, ignoring his question and considering what should be the moral way to deal with him seems the more appropriate rational and immediate action...
Being moral does not make one vulnerable any more than anybody else- or is anybody suggesting we humans cannot live moral lives because of our circumstances? "Thou shalt not kill" gets twisted in so many ways to allow capital punishment, war, effective policing- not to mention abortion and euthanasia, suicide, etc.
The scenario in Kantian and religious senses both require ALL mankind to follow the moral high road.