If you said no gun then I would have pushed it and said gun just to see your reaction. If you made that phony claim at that point then I would have figured you out. So you did it right by getting ahead of the situation.
Though if you really were town you wouldn't have played my game at all, instead you would have doubted my role. I picked up on that but had easier fish to fry so I ignored it.
I want to see what all the Oracle's 'whispers' were for all the characters.