I think he wants to find out exactly what she knows about Darcy and how close she now is to Darcy. As for pretending that he wanted to be a clergyman, it is simply part of the trying to gloss things over that they are ALL trying to do with teh Wickhams.... Eliz can't express her real opinion of him as he's now her brother in law.... and he has to pretend that he married Lydia becuase he wanted to, not because he was more or less forced and bribed into it...he's tryign to say "look Im not such a bad chap, maybe I might even have made a good clergyman if things had been different..."
I dont see W as a compulsive liar, unless it is compulsive lying to try and put the best spin on things that he can...