^ to be a bit more serious, Omega has a very good point. Sometimes Thrawn would lose a tactical battle and even let the enemy “get away” from him, but he uses that experience to learn about his enemy.
Thus if you lie to him he will either eventually discover your lie, or he will know you are lying and let you think you are getting away with it, just so he can learn more about you so that he knows what to expect next time.