Out of character to lie to Kyon? They keep him in the dark about soooooo many things.
Yeah, but they do so by prevarication, not outright lying. Well, unless they actually have lied.

Oh, and Koizumi fully believes himself to be a creation of Haruhi, so it would go to follow that the other two could be as well.
He believes his powers were a creation of Haruhi. I don't think he's ever indicated that he believes he himself is a creation of Haruhi, has he? Edit to add: Duh! Of course he has. Nevermind.