You are not alone in lying to bosses, I had a similar experience to yours. I had an exam to write for a job I just applied for and my current boss doesn't give permission for an off. I had to lie to be allowed to go, when I came back she was even mad at me for spending the whole day there.

I don't support lies but sometimes people force us into it. Sha, like you said, saying the truth doesn't kill and although you might be punished for it but I think it preserves our integrity.