No way. Good does not *have* to equal stupid. A gross violation of Paladin standards is a heck of a lot more than lying to some evil dude, especially when the class has Undetectable Alignment, a spell that *deceives people* as it's very raison d'etre in their spell list!
If the Paladin's gods were so AR about lying, they wouldn't bequeath upon them a spell that helps them lie about their alignment, would they?
Honor, chivalry, justice, all that happy stuff, *only applied* to those the knightly sorts deemed worthy. A Paladin of Heironyus, for instance, is not going to be punished by his god of chivalry and honor for not being a perfect gentleman to that Sea Hag trying to rip his head off...
As for the meta-game-y part, I'd have the guard ask something more in-game-friendly, like, "You aren't one of those holy knights of Heironyus, are you? We don't truck with those kind around here, stirring up trouble in our lord's city..."
And the knight could choose to say, "Nope, couldn't live with the whole 'vow of chastity' thing, if ya know what I mean, nudge, nudge, say no more, although now that I think of it, it might have saved me that itchy rash I picked up in Sunderland..." or attempt to be more obfuscatory about it, "Yeah, they do take themselves pretty seriously don't they? Seems like a hard path to have to walk, and for what?"