I have also heard Justices of the Appellate Division, Second Department, say the same thing (although in the past apparently there were some Justices on that Court who made it a point to discuss cases on the calendar before oral argument).
In my view, this is how it should be. After reading the briefs and records appellate judges undoubtedly form an opinion, before they attend oral argument, on how a case should be decided. But that is very different from discussing the case with other members of the panel which will hear a case: such preargument discussions may lead to conclusions among the judges on how to rule even before the lawyers have been heard, and may make it difficult for a judge to tell his colleagues he has changed his mind based on what he heard at oral argument. In short, it makes a judge less open to persuasion by the lawyer at oral argument.
All of this came to mind when I read Dan Wise's blog report that there is a "schism" among the Justices of the Appellate Division, First Department, over whether the Justices scheduled to sit together on a panel should, prior to oral argument, discuss the cases they will hear. Wise was a reporter for 28 years with the New York Law Journal and he uses the sources he has cultivated to put together an insider's view of the judiciary. You can see his article here.