Despite what we teach small children, lying is not immoral. Lying is amoral. The circumstance and motivation of a lie determine whether that particular lie is moral or immoral.

There are times when it's moral to lie, other times when it's immoral to lie, and still other times when morality hardly has anything to do with it at all (such as the above scenario.) We tell small children that it's immoral to lie because we don't trust their moral judgement and would prefer they always tell us the truth.