Why would a interviewer say they have to do research?

i had a interview today at a very small pool company they asked me what i was making at my last job i lied at said 19 an hour. after the interview the guys there said they would have to do research. keep in mind i had worked for a big pool company around 950 stores over 3,000 employees in many states since i left my last job the store & company has had many people come & gone. i feel like these people are going to try to find out how much i was making they won't get any answers from the company

Why would a interviewer say they have to do research?
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