Because lying is not as effective as simply legally forbidding anyone to talk about it.

http://www.boston.com/news/nation/washington/articles/2004/07/05/translator_in_eye_of_storm_on_retroactive_classification/?rss_id=Boston%20Globe%20--%20Front%20Page

The Boston Globe reports that an FBI translator named Sibel Edmonds, hired after 9/11, found mistranslated memos pertinent to the 9/11 attacks and perhaps even a mole inside the FBI's translator bureau. The result: the FBI fired her, her story has been declared a "state secret", and information that had been released has now been retro-actively classified.

But, make it clear, we are NOT a police state.