I say stuff like that to the people who work for me pretty frequently.

“I know Sales told you to do it, but we don’t work for Sales, and we definitely don’t have time for their wild goose chase projects” is the kind of thing I often have to remind my team of. Usually followed by, “If they really want it, they’ll make it an actual project that can be tracked and planned.”

It seems ruthless but it’s necessary. Otherwise, your department achieves nothing but other people’s misguided and unbudgeted projects while making none of its own goals and, eventually, you get fired.