I'd be honest with them, with one caveat. Your current interview is where you want to work.

The others were set up as backups in case you didn't get an interview or something like that. They'll understand if you say you're interviewing other places, they'll be much more hesitant if they think you will leave halfway through ground-school for one of them.

Come up with a rock solid reason why this airline is your clear #1 choice.