Penn & Teller were neither lying nor telling the truth. They were expressing an opinion, or more like several opinions. Ad what they do may or may not involve the truth, but mostly it is entertaining. They are dead-on about bottled water and creationism, in my opinion. But they get paid to do this. Penn does, anyway. Teller is more a political pantomimist than a commentator, since he does not speak. Slightly more expressive than a parrot, dog or cat, but not exactly an interlocutor.
Perhaps Penn is a giant ego, and teller a superego. Or perhaps Penn is an Id.