Yuki had lied about his name just in case word about his battle against the combined forces of the 3 kingdoms got out faster than he had expected. It was a reasonable precaution to take as he couldn't be sure who to trust. Most people would give in and betray their closest friends for the right amount of money. As such, that same rule would apply to anyone else such as Marcell. No matter how kind he was towards Yuki. If someone were to tell Marcell about the crimes Yuki had committed, he would surely turn on him and lead him to a trap.