I could see several reasons why he'd lie about it. Whether he did or not, yay for Brando on speaking out for what I'm sure everyone on that set was thinking.

"...the successful annihilation of organized crime's subculture in America would rock the 'legitimate' world's foundation, which would ultimately force fundamental social changes and redistributions of wealth and power in this country. Meyer Lansky's dream was to bond the two worlds together so that one could not survive without the other." - Dan E. Moldea