I'd be curious to probe a framework that thinks it is, while not holding that axiomatically. As someone who leans heavily into consequentialism, I can think of plenty of times lying can lead to a net positive for everyone. Likewise, there are harmful truths that should be suppressed.
That suggests to me that lying is, in-of-itself, amoral. The effect of the lie (or the intent, if you swing that way) determines whether it's ethical or not. Who is harmed by your assuming a fabricated identity? For the vast majority of people, who exactly you are matter little. So it's hard to suggest they are harmed by having an incorrect model of you. It may be manipulative to those trying to piece together your identity, but being doxxed can and often does lead to harm befalling your person, so your lies against them can be plainly justified under self-defense.