So there is a Orthodox Jewish group that very aggressively proselytizes other Jews who are not in that group to where certain types of clothes used in Jewish religious rituals and such
Additionally people claiming to be Jews repeatedly use the media outlets they own to proselytize a world view toward people
So why do Jews lie that they do do not proselytize
Jews proselytize constantly in a one way direction through media so what they mean is they do not want you to proselytize toward them
So I would suggest that the reason Jews lie that they do not proselytize is that they are hoping if they tell you that they do not proselytize then you will agree to treat them the way you are tricked into believing they treat you and refrain from proselytization
I would suggest they do not want you to proselytize because they are in a information control cult and they do not want anyone to challenge the false world view they assert when they do proselytize through their media monopoly