I'd guess there are two main reasons people lie about their degree of religious adherence/church attendance. One is that there are is a lot of cultural pressure equating participation in formal Christian religion with morality. Good people go to church! The other is that a lot of our traditions, despite having secular aspects to them, do have a link to religion, and a lot of people have a hard time decoupling the two. It isn't a problem for me. We celebrated Christmas (tree, gifts and Santa) and Easter (easter egg hunts and chocolate bunny heads) in my non-religious house growing up.
I was chatting about this with Dan Savage once (namedrop alert!!), and he said something along the lines of "non-religious Catholics need to learn how to be Jews," meaning it's possible to hold on to the various rituals and traditions without actually being a believer, as many non-religious Jews do.
