I'd call this a white lie and think it's up to you whether you do it or not. If you choose to, I don't personally think it breaches integrity. I see it as just a social technique, on a par with expressing interest in what someone's saying when if you were really going to be authentic you'd yawn and walk away.
Having said that, like others I've found that if I say I don't drink I don't tend to get asked why. If I say I don't eat meat, however, I may get harangued for ten minutes!