It is not a lie to simply say nothing, or to not tell someone for whom the information is not their business that you know nothing.
And anyhow you wouldn't likely know for sure that someone is committing adultery -- it would just be spreading speculation that could destroy a marriage so you would just tell the curious one it wasn't their business. I would not be able to lie to protect an adulterer either.
That's different than denying you believe in God though. I'm not exactly judging the man --- who knows what any of us would do with a knife to our throats --- but what is the best Christian thing to do? Considering that Jesus accepted a crucifixion for sins that weren't even his, what is the path we should follow?
In those kinds of situations I tell a person that it is none of their business rather than lie about it....whatever "it" happens to be. It has cost me at times, too.