Parents give advises and guard rails for their kids hoping things will turn out fine for them.
For instance, sex before marriage comes with the risks of STDs and undesired pregnancies. Smoking causes cancer. In the army, you might follow morally questionable orders. Hanging out late at night in questionable cases might result in bar fights/death/rape, etc.
Now, there are parents that go crazy when you take risks as simply assume that you will suffer the consequences. This tends to be even worst with religious parents. And so, they start their grieving process, bracing for what they see as inevitable.
Sure there are ways to mitigate the risks and lower them to the same level as other activities perfectly acceptable to religious people, such as driving, swimming in a lac/river, having cosmetic surgery, etc.
I honestly don't have much advise on how to deal with your parents, but at least, I tried to explain WHY they are impacted by your choices. Its not rational or logical. But its there anyways.
Should you keep lying to your parents? Well, if it doesn't interfere with your life, why not? Its not the best, but some relationship might be better then none at all.
Then again, you might also ask yourself: Is an untruthful relationship still better than none at all?
Only you can decide for yourself.