The time to lie is when you want your kid to go to a special class you need to be older for... like a computer design class they are 8 months too young for, or the older sessions for instrument lessons. I wouldn't lie at the playground. You don't want to send the message it is ok to lie. The playground is a kinder version of preparing you for school anyway ;-)

Although I did often follow my uncomfortable moments like yours with a comment about the girls gross motor skills. Like lady it is ok my kid is reading the stop sign because she just walked into a wall. Or you could go with bad sleeper or something to level the playing field - if you want to fit in.