Reid is used to being the weakest thing in the room for pretty much his whole life, and he's always felt a certain kinship with myths that depict gods who use intelligence and words to get themselves in and out of trouble. He doesn't have to lie at all-- he just is smart enough to want to stay on Loki's good side, given his reputation.

His eyebrows go up at this recounting. "Presumably you didn't find that out because they're here," he answers. Suspiciously, "Was whoever told you that trying to get a rise out of you? Or just not used to the idea that stories can depict real people?"

No matter who he is, Reid would never think it a good idea to tell someone on first meeting how they're supposed to die. Apart from tactless, it's mean. Profilers don't have the luxury of treating anyone as inhuman monsters.