Societal pressure would be one reason: men and women with children from previous relationships (especially women, sadly) are often seen as "damaged goods" - they will bring "baggage" to a relationship or will exert the same problems that "caused" the previous relationship to fail.
With those pressures, even honest people simply looking for a friend, companion, lover or life partner will avoid mentioning the "baggage" and even outright lie in order to keep a new relationship going.
If, however, he or she continues to lie even against evidence, it would to me raise questions about what other lies are being told. The odd lie isn't a problem - human beings tell themselves and others lots of lies everyday to make life easier and smoother for them - but a persistant lie against evidence suggest more lies are being told and that's worrying.
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