Maybe he "conveniently" forgot about it because he didn't want to honor such a question with an answer.
Trump knows the game, and he knows that when the journalist gets you to answer a "gotcha question", such as "what do you think about David Duke supporting you?", they've already won.
I mean, what would you expect Obama to answer if he's asked about how he feels about Louis Farrakhan, or some guy like that, supporting him?
According to Israeli media, a photographer was asked not to run with a photo of Obama with Farrakhan, in order to protect his public image. So these sorts of "memory blanks" regarding politically inconvenient individuals, happen not only to Trump.