Let me preface this by saying, THIS WILL MAKE ABSOLUTELY NO SENSE TO NINETY-EIGHT PERCENT OF WOMEN. The other two percent watch a lot of pr0n and will get distracted before this stops making sense.
The reason he lied to you is because, to him, telling you that he saw her would spark an entire conversation that he didn't feel was necessary because the interaction between he and his ex-girlfriend was probably all of fifteen seconds. However, most women refuse to believe that and would want a second-by-second breakdown of the interaction. You all have questions about mood and wondering if he said anything or did anything inappropriate.
Him saying, "Hey, I ran into Fran at the supermarket" automatically puts you in a suspicious space where a simple unexpected and unplanned meeting between two people with a history is something that needs a conversation. He lied because he didn't want to have the conversation that was totally unnecessary.
Now of course, it's stupid, because at the point that its determined that he lied it becomes two issues: 1) he lied; and 2) why did he lie, which merely confirms your suspicion in the first place. So as you can see its really a no-win situation for a man no matter what he does so we should probably all just stay home and watch TV once we get married.
Here's a question though, how did he lie? Did you ask him if he saw her and he said no, but he somehow recorded the entire interaction with his phone? Did she call you and say that she saw him out and you asked him and he deny, deny, denied? I'm curious about that part because I can see him coming home and not saying anything. Which is what 100 percent of most men will do the majority of the time.
The bottom line is this, we don't mention it because there's no need. Seeing somebody out doesn't mean diddly squat. And you probably have seen your ex's out too. You don't bring it up and we don't think to ask about it because it doesn't matter. On the other hand, it does matter to you (you = some women, not all), and his inability to mention it implies to you some devious behavior when really, they were in two separate aisles.
And he married you.