It's hard to know for sure how Lucas intended this. Did he mean for Vader to play dumb, or did he just plain forget about Vader's earlier line about Skywalker? I'm gonna give the man the benefit of a doubt, though, and say he intended for Vader to play dumb. Adywan's edit will put this to rest though.

I think there exists an old comic from way back in the day depicting how Vader got Luke's name froma captured rebel pilot a few months after the Death Star was destroyed. Hence his "obsession" to track down Luke, which is described in the ESB opening crawl.