I don't recall the actual reference but the gods in classical literature can often be seen as false or unreliable from the human perspective because their messages are enigmatic and misleading, sometimes little more than riddles. The important lesson appears to be that when humans ask the gods for information or guidance, they are in danger of hearing what they want to hear and acting accordingly. Virgil, as I read him, has a strong vein of pessimism in his writing and Dante's reference may be a reflection of this, a belief that the gods are of little help in human suffering and distress.
The previous post is quite eloquent and also right, but I think that there is an extra element to Virgil's adress of the ancient Greek and Roman Gods as lying. Remember that Dante's Inferno has a strong Biblical theme, and so, naturally, Dante tries so portray Christianity as the one 'true' religion, and what better way to do so than by demeaning the others? The other reason is of course that, like the above post highlighted, the classical ancient Gods were given human like attributes such as greed, lust, wrath and so on.