Steve was disgusted with himself the moment the lie left his mouth.
He sounded like the men he'd grown up with, the soldiers when he'd first enlisted. Big rough fellows who'd liked to push people around— people like him, before the serum, and people like women, who never mattered beyond what they could do for a man. Things like kisses were just one among any number of prizes to be wrested. Because a man wasn't a man unless he'd got one over a woman. A man wasn't a man if there could only ever be one woman for him.
But it was easier. Easier to play the game with Romanoff, to put up the front that he was a different sort of man. That sort was less vulnerable. She was ready enough to mock and pick at him for being another kind. If he'd actually explained— actually said, no, he hadn't kissed anyone since he was unfrozen, since there was only one woman he wanted to kiss, and now that felt a transgression he was no longer worthy to make— well, he didn't expect her to understand. So this once, he spared himself. Spared himself having to explain what it was like to wait for that one, that right partner, and then having no one understand what it was like to be expected to forget all of that the moment she's taken away.
There were things even Captain America couldn't take.
That might have surprised her. She seemed to think he was so unfailingly upright he wasn't even capable of lying.
But perhaps not. He'd just said he was no better than anyone else after all. And she believed it of him.
If she didn't know him any better than that, it was easier just to lie.