Maybe the ladies found you more attractive than their boyfriends at the time, but before you confronted them, they had already made up their minds and decided to stick with their boyfriends. So when you actually confronted them, they had already moved on, and to prevent any further issues, they lied about their initial feelings.
Maybe? Honestly, I really don't know. Like Cafeaulait said, there are many reasons, and unless we're in that person's mind, we don't really know for sure.