It seems likely that Giles Corey tells Mr. Hale that John does not believe in witches because he is differentiating Proctor from others in the room—like Reverend Parris and Mr. Putnam—by implying he is not superstitious. Giles has his own questions he wants to pose to Hale, so he redirects the conversation away from John. This seemingly innocuous, innocent statement ends up getting John in trouble later.  (He makes similar comments, in a pretty casual way, about his wife and her reading habits. These statements end up being used against her later, and she is eventually convicted of witchcraft, as is John Proctor.) 

It's a pretty off-handed comment that sets Proctor apart from everyone else. Puritans believed in witches and adhered to the biblical directive, "Thou shalt not suffer a witch to live." If it is true that John does not believe in witches, then he seems to be denying the existence of something that the Bible, the Puritans' sacred text, confirms. This failure could be considered a crack in the foundation of his theology, and this information would make him look suspicious later, once the trials have progressed. This, of course, was not Giles's intention; his intention was likely to tell Mr. Hale that he needn't waste his time talking to John about witches because John doesn't think they are real.