What purpose would he have for lying about it in the first place, and if he's actually lying about it in that quote, why wouldn't he also lie about it in the quote from Vanity Fair?
I think he is talking about not having more story to tell after ROTJ, and when they then ask him: but wasn't there talk about a third trilogy, he's thinking about a third trilogy in relation to how ROTJ turned out.
In truth he never did come up with a story after the Sith had been vanquished.
Any logical review of the 6 film saga would say that the story started in Episode I ends definatively in ROTJ.
Anything else he could have come up with for a third trilogy would have had to be a brand new situation separate from the 6 film storyline we have now.