Interviewing for a PhD with intent to reject the offer if admitted elsewhere
Having spent many years on the other side, I can assure you that what you are doing is completely ethical. Interviewing at multiple locations is simply part of the process. As a department, we spend considerable resources, both time and money, trying to recruit the best students that we can to our graduate program. We are fully aware that most if not all will receive other offers at top universities. And we know from experience that about half of the students we bring in will ultimately turn us down. It's a calculated risk that we are happy to take in order to recruit a top-notch cohort of students.