Childe has always tried his best to protect you, he's gone to great lengths just to make you happy and keep you safe. One of those things being that he lies, and he lies about many things, one of them being how he is. Since the day he met you, he refused to tell you the truth about who he really is, he never told you that he was working for the Fatui, he never told you he was a harbinger because he didn't want you to fear him like many other people do.

When he learnt you didn't know who he was, he couldn't bring himself to say it so instead he just laid about his job saying something that he was something that looked good to you....and now he's to far gone to say anything now.