Well yeah, subjective honesty is useful in a lot of social interactions. But this isn’t lying to your boss or teacher or whatever. This is lying to your therapist. They have very little authority over you and an official interest in your wellbeing. It might be a good idea to lie if you are actually a suicide risk and don’t want to get institutionalized or if you are actively planning a crime which isn’t covered by confidentiality. But otherwise, you’re hurting yourself by not letting them effectively work on your problems.