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