Put yourself in their shoes for a moment; they have something going on that they feel so guilty, embarrassed, ashamed or perhaps even possessive over that they feel they have to just make stuff up to keep it to themselves, to make them feel better about it.
Just imagine that! They’re that worried that they’ll be adversely affected by you knowing, and that it might upset them and their lifestyle that they get caught up in this dishonesty, and the only person they’re actually fooling is themselves.
Unfortunately this is a selfish cycle, without the realisation you could both be better off if they were honest, or that you simply do not understand why it’s necessary, or hold their actions or decisions against them (depending what the truth is). But they’re often so wrapped up in themselves they dont take a moment to consider this.
Dont take it personally, but also don’t accept or ignore it. If anyone can lie to you they clearly have about as much respect for you as they do themselves.