It's not a lie. A lie is only when they know the other side is true. When one knows concrete facts and teaches against it. No one knows what happens after death, so any statement on that subject can not be considered a lie, it is merely speculation. Teaching speculation is not teaching a lie, it is teaching a theory.
It is like when JWs say that Christendom teaches lies such as hellfire and trinity. Well, hellfire and trinity are false, but teaching them are not lies because no one has seen God or the afterlife to know what happens. They are just different interpretations of sacred books. Different interpretations does not make it a lie.