I don't know what the right thing to do is.
I have found myself in that situation before though. When there are people that care about me, and want to know how I am doing, but telling them would mean admitting that after all this time that I am still really struggling. And I worry about how they will react, and about how they might judge me for not doing more or doing things differently to improve my situation.
In those times, sometimes I choose to be honest, sometimes I choose to hold back- but its not so much about lying, as believing that even if I don't feel great at the moment, in time things will improve, and I don't need everyone to focus on me every second. I also find that being able to focus on other people, and how things are going for them often makes me feel better anyway. Sometimes being around people you like and admire and spending time with them can be really good, even if they aren't doing something specific to help you per se.
Ultimately, like marel said, you need to do what's best for you. I personally don't feel good when I specifically lie to them though (as opposed to just chosing not to talk about problems I'm having) and sometimes it causes problems further down the track, even if I did it at the time to avoid disapointing them. That's just my perspective though.