Unfortunately, for some people it is too 'threatening' to their ego function to admit to a fault or wrongdoing. So, they lie even if they are blatantly caught in the lie. It is not rational but a defensive, emotional reaction..

I see it like a young child who gets caught in a lie, lips smeared with chocolate and denying ever having touched the chocolate! Or you know, a child turning their back on you thinking you can no longer see them because they can't see you.