"You always that bad a liar?"

Never mind the fact that he fooled her, back when they were still both playing their parts, up until the point where the conversation started took a turn towards double meanings. She knows he's trying to play it off. Just as she knows, despite calling him out on it, he's going to have to, at least until they can get out of the hotel. They might be able to find something to wrap his side with, but unless it magically appears before them, they may not have time to stop and look.