Why did Master Lockton lie at the docks about his loyalty?

I believe that this question is asking about events that take place in chapter five. The key to this question is that Lockton and his wife are Loyalists and New York is heavily occupied with many Patriots. When the Locktons arrive back in New York, they are immediately greeted by Charles, who flatly tells them that they should not have come back yet.

I told it was still unsafe. You should have waited.

Charles also tells Lockton that Bellingham is "eager" to arrest Lockton. Bellingham is a Patriot supporter, and he is looking for any excuse possible to arrest a wealthy Loyalist like Lockton. Just before Bellingham greets the Locktons, Master Lockton turns to his wife and says, "Do not fail me." She doesn't disappoint, throwing the biggest fit about having her chest searched. The chest is important because it holds a tremendous amount of money that the Locktons plan to use to help the Loyalist cause; however, Master Lockton absolutely doesn't want to be suspected of being a Loyalist supporter. This is why he lies to Bellingham.
Bellingham immediately begins questioning Lockton about where his loyalties lie. Bellingham accuses Lockton of "licking" the king's boots, and Lockton feigns insult. Lockton claims that he is nothing more than a merchant seeking to do business where business is good. Lockton even goes so far as to insult the British navy. Lockton lies and makes himself out to be neutral in order to make sure that the money he is sneaking into New York isn't discovered.