Are they lying as in deliberately lying or lying as in framing things in a dishonest way to self preserve? That's the key here. Self preservation can be accepted and is bound to happen. I agree there are probably things they've kept hidden. But Neeko - are they mafia? That's the question. Feels unlikely that they are, no? At least the scum we've been hunting.
That is why I am hesitant to treat “lying” as a hard alignment tell on its own. Unless there is a clear mechanical contradiction or some kind of later reveal, we are mostly judging how people explain themselves and how consistent they are.