Because he is lying.
Per
They will tell you.
His mother told him to hit the hay.
By mistake he plugged his electric blanket into the toaster and kept popping out of bed all night!
The lips are moving
Disclaimer: I don't know how well this joke will work in English. What's yellow and lies in a pond? An excevator. You don't think this is funny? Neither does the operator.
Because he was in da Nile.
You wouldn't believe me if I told you.