That is so retarded for them (mainly Dewey) to actually think like mc had deceived/lied to them somehow.
First of all he doesn't owe them anything, and isn't obliged to tell them shit.
All that is his personal life, and doesn't have anything to do with his professional relationship which he has as a bodyguard/escort.
It's annoying how mc totally plays along with their questions, when he could've just told them to piss off.
He acts like he is being a suspect (meaning the role), when really he's more like victim for Dewey's selfish curiousity.