That part is not true. Polygraph examiners are not sworn federal law enforcement officers. But they are happy to refer any of your admissions of guilt to federal law enforcement who may come ask you the same questions. Lying to them is a criminal offense.
Now that I say that, though, I can't find a reference to support this.
More precisely, it's a violation of 18 USC 1001 to lie about "any matter within the jurisdiction of the executive, legislative, or judicial branch of the Government of the United States" (with a couple of specific exceptions as given). Technically you don't even have to lie to a Federal official since the statute doesn't specify that; it just has to be a matter "within the jurisdiction" of the Federal government.