What you learned is that the dealer's sales department, or at least the on duty personnel, are willing to blatantly lie in order to get contact information to follow up in an attempt to make a sale. Whether you want to do business with liars is a decision only you can make.
Having said that, you are removing yourself from a powerful negotiating tool by not allowing the dealer to call you after you leave the dealership. Walk out when you cannot reach a price, and for sure you will get a call from the dealer with a new, lower price. Once they do that, you now have a stronger position in the negotiation.
