I agree that he was an excellent "bad liar". However, Marge did not clue into his bad lies all that well. She was obviously dumbfounded that he fled the interview.
I didn't see it that way. I thought the interesting thing about the movie was that they didn't hammer home every plot point like they would in a Jerry Bruckheimer movie. Her reaction to him just before he left indicated she was listening and observing. She didn't hop up and say "AH HA!" She added her observations to her data file, so to speak, and continued her investigation.