The more contrived statement had a simple reason. If everyone learned about the Church's secret, it wouldn't be a secret anymore.
The Church probably couldn't purge the entire world. Even if it could, Liam would create more targets, muddying the waters and increasing his safety. He would likely become even more of a priority if he spread the secret so casually, but there was no ignoring that enmity anymore at that point.
As for the escape route Liam was giving, it had two purposes instead. One involved leaving survivors who could spread the story, while the other was more personal.
Liam had learned from Adrian how many members of the Church weren't bad. They had nothing to do with the secret or the Dragon King's machinations.
Killing innocents truly didn't sit well with Liam. He would be no different than the butchers he had vowed to hunt otherwise, and he hated regretting taking lives.
