Is it better to lie to ourselves or is it better to lie to others?
Integrity is a character trait only honest people can have. Most people lack integrity. They might have it in some areas of their life and not in others. That is situational morality, not integrity since it loses sight of principles based on convenience.
Therefore lying to others or lying to yourself, both aren’t that far from the other. Most people that can’t keep their word to other people can’t keep their word to themselves as well.
This is not where it ends though because people that deceive the world, deceive the people closest to themselves as well.