Thacia disguises herself as a man so that Joel can gather information. Daniel accompanies her to town so they can be seen, thus taking suspicion off of Joel. While there, Daniel suggests waiting for Jesus to appear so they can listen to one of his sermons; Thacia refuses, claiming that she doesn't want to risk giving themselves away. After a little while, Daniel presses her on the issue, and she gives this explanation.
"It's just that I don't want to face Jesus with a lie. I couldn't bear the way his eyes would look at me."
"If he understood the reason he wouldn't blame you."
"Yes, I think he would," she said thoughfully. "I think that for Jesus a lie is impossible, no matter what the reason."
(Speare, The Bronze Bow, Google Books)
In other words, Thacia doesn't want to show her human fallibility, knowing that the reaction would be sympathy, but also pity. She doesn't want to be pitied for doing something she considers morally correct, even though she knows that she is breaking laws to do it. Her "lie" of dressing like a man to decieve others is enough to make her ashamed -- not of the action itself, but of being discovered in the action -- and so she doesn't want to expose herself to pity.