Why would my female friend lie about grinding on me?

Hi I (M25) was working out at the gym in a more private area with my friend (F31) when I ended up sitting on the workout bench near a pull-up machine. My female friend out of nowhere gestured towards an attractive woman who was doing pull-ups on a machine and she said "Pretend this is her doing this" and proceeded to bounce up and down and grind on my lap like we were having reverse cowgirl sex. I was really turned on by the whole thing. I wasn't really sure why this happened because she had denied my advances recently and I she recently said she wasn't into me sexually at all. Even more so I was taken aback when later she denied this ever even happening. I guess the gist of my question is why would she deny this happened and why would she tell me to pretend somebody else was grinding on me rather than just doing it without any of the commentary?

Why would my female friend lie about grinding on me?
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