I think that's a bad idea for reasons different than the ones you seem to have intuited. If you are asked where you want to be in your career by your employer, they are asking what you want to be doing (with a subtext that they are trying to find out whether and how they can be the employer for which you are doing it.)
If the focus of your answer to that question is that you are shopping around for opportunities outside of the company, you are basically answering that what you want is, above all else, to be somewhere else.
I don't think the lesson that should be learned from this is "keep lying", I think the lesson is "be honest, but -- in business dealings -- focus on the parts of the truth that the person you are dealing with can, at least potentially, act on in a mutually beneficial way". In this case -- if you are asked where you want to be in your career, you tell your boss what you'd like to be doing.
We discussed opportunities within the company, what's a good fit for me, starting my own business and eventually that I'd been looking at what else is out there. I actually told him he should be looking too.
He did offer me more money, but I have to wait until our next bonus round to get it. So he used that against me too. It was well played.