Which question? Whether or not to teach him to lie? For that one my answers are: I don't know, it's not my place to say, no, yes and I'm not sure how. In that order. More concretely, I think it's important you teach him to be honest and teach him the social game because I personally benefited from learning both. As to how, it's hard to say, but if he's anything like me, he's a high level thinker, so go meta. Talk about economics, talk about the difference between content and form, talk about communication and signaling.. Explain that by responding in a limited way he is allowing another person to show interest without getting involved in a deep conversation. Treat this as a charitable service we can provide to one another.

As for why you personally feel it's wrong to lie here's my take on it. I personally tend to be very rigid about rules and principles. I believe that is something is bad on average then it's bad as a whole. I also believe that once you start making exceptions for rules like no lying, it's very easy to make exceptions for the wrong lies, thus defeating the purpose of the rule. So instead of drawing a line in the sand one expects to be wrong, one doesn't go in the sand at all.

Now arguably this is very rigid thinking and I've adapted to be more flexible as of late. But still, this sort of morality appeals to me on a fundamental level.