1. They're in power and "but the government lied first" is not going to hold up in court if you're accused of perjury, lying to a police officer, etc.
2. There's something to be said for taking the higher ground. Long after people forget who started it, having a culture that doesn't value honesty hurts everyone.
Ultimately, it depends on where morality comes from.
Is it immoral to lie? If so, why? Is it always immoral to lie, or only sometimes? Why? Does someone else's immoral actions excuse you from your moral obligations? Does the immoral action of the head of state taint the entire organization? Why? If the head of state is a proven liar, but the organs of state you are lying to are honest, is it ethical to lie to them?
If you subscribe to New Testament morals, then there definitely is a moral reason to tell the truth, even if the entire government is corrupt. The government is put there by God to keep order and restrain evil, so when you are acting in that sphere of government, you have an obligation to respect the State as God's agent. (Now if the State oversteps its authority or is using means known to be displeasing to God, disobedience may be in order, but respect should still be there. I expect that respecting someone usually involves telling them the truth.) Also, Jesus says to love your enemies and to not return evil for evil (instead, return good for evil), which would seem to suggest that you have a moral obligation to tell the truth even to liars.
1. They're in power and "but the government lied first" is not going to hold up in court if you're accused of perjury, lying to a police officer, etc. 2. There's something to be said for taking the higher ground. Long after people forget who started it, having a culture that doesn't value honesty hurts everyone.