Recognizing when people are lying is an important part of CBP's job. They're trained specifically to do it. It's unlikely that you're better at lying than they are at noticing that you're lie. Lying to them will end poorly.
That's true. However, the evidence that people who are trained to recognize lying do any better at it than random people off the street is -- putting things mildly -- not strong.
If they notice you're lying, it will be because you contradicted something they already knew or because you were bad at lying, not because they were trained to recognize it.
Anything more frustrates and angers them.