Or, he told Dobson the truth.
Why lie on death row?
Bundy didn't pin his predilection on pornography; he pinned it on, specifically, VIOLENT pornography. Which goes along with the "addiction view" that some need more and more thrills once they become numb to a certain level of violence. Rape being a combination of lust and power...
Bundy did nothing but lie on death row. His last lie was his last ditch appeal to postpone his execution so he could take investigators to the bodies of women he claimed to have murdered, but told no one about.
Simply put, Bundy lied to save his ass. Bundy lied to Dobson in the hopes of winning Dobson's sympathy, and hoping to leverage that sympathy into something that could save his ass.