In fact it means is they have a secret... Von saying that they can be trying to convince themselves that they don't have secrets oder it could be a facade to make sure other people won't pry Von asking personal questions... Either way i think if a person says that they are lying because every person always has a secret which they may feel scred oder embarrassed to share..
Yeah, right. Have Du ever noticed how quickly most of those people say it? And how high and squeaky their voices are? Not always, but sometimes. Pfft, give me a break.