> Even when he lies to Cosette, he is only trying to protect her.

Hmm perhaps he believed since now that she married Cosette, he didn't need to protect her, so he didn't lie about his identity anymore?

I suppose this makes sense. It's not the "right" thing, but it makes sense in his mind it is. He truly believed he wasn't wanted anymore, and so he left. He just went too far on the self-denial route, but that's quite in character for him