hmmm... OED2 has it coming from the Greek word for denial; here is the complete entry:
1657 J. Smith Myst. Rhet. 164 Apophasis+a kind of an Irony, whereby we deny that we say or doe that which we especially say or doe. 1753 Chambers Cycl. Supp., Apophasis+whereby we really say or advise a thing under a feigned show of passing over, or dissuading it. [In mod. Dicts.]

the example given in Webster's New 20th Century is "We will not mention his many crimes."


politicians use this device all of the time. but we won't get into politics....