Marianne absolutely refuses to say anything she does not feel or believe, and leaves it up to Elinor to 'tell lies' for the sake of propriety. Elinor, while more adept at adapting to various social situations than her sister, is still not doing what could really be called 'lying', just because she chooses not to put all her feelings on public display.

However, since they have been in London, they have had quite an exposure to people who are more than willing to engage in this kind of social game playing. Lucy (and Anne) started doing this at Barton, but since they have come to Town, all their false flattery is really beginning to get them somewhere:

At the end of Ch. 36, we have this passage:

When the note (from Fanny to Lucy)was shewn to Elinor, as it was within ten minutes after its arrival, it gave her, for the first time, some share in the expectations of Lucy; for such a mark of uncommon kindness, vouchsafed on so short an acquaintance, seemed to declare that the good-will towards her arose from something more than merely malice against herself, and might be brought, by time and address, to do everything that Lucy wished. Her flattery had already subdued the pride of Lady Middleton, and made an entry into the close heart of Mrs. John Dashwood; and these were effects that laid open the probability of greater.

This part made me really feel for the dilemma Elinor is in. She can clearly see what Lucy is up to and the transparency of all her tactics. She is very much against this type of behaviour. And yet now she sees that Lucy has gained what she herself can never hope to have because she is unwilling to play this game--namely the approval of people like Lady Middleton and Fanny Dashwood.