"That is-" Entirely the truth. Colored by Loki's view, of course but. Answered Honestly. He had been prepared to negate something fanciful or twisted though it would likely fall to who the Lady Rogue saw fit to trust as to who she believed and that would likely be Loki but-

No lie needed to be unwound.

Loki had been truthful.

"...the truth." More or less. He looked from Loki to Rogue and back again, puzzled. "Is he always this honest with you?"

For Thor was under no misconception that Loki was so honest on his behalf.