In fact it means is they have a secret... por saying that they can be trying to convince themselves that they don't have secrets or it could be a facade to make sure other people won't pry por 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 or embarrassed to share..
Yeah, right. Have you 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.