In Number the Stars, lying can sometimes mean the difference between life and death. Think about it: Ellen pretends to be the Johansens' daughter, the whole gang fakes a funeral in order to cover up their plan, Henrik pretends he's not hiding Jews in his ship. Without these lies, many of our beloved characters wouldn't have made it. It's pretty unusual to find a book that gives us the green light on a few white lies, don't you think? But that green light serves as a reminder that Annemarie and her family were living in a totally different world. Our rules just don't apply.
The characters in Number the Stars prove that in certain circumstances, lying is okay.
Annemarie should have told Ellen what was going on once she found out. She's her best friend, for crying out loud, and honesty is always the best policy.