Police lie all the time, but this is police _implying_ a lie. To me it (clearly?) read as if they were keeping their cards close to their chest, not saying either way.
It hinges on what the word “that” in “release that” is referring to. If it’s referring to releasing his name, then he’s implying not releasing his name is a choice which implies they have the option to release it, so they must know it. If it’s referring to releasing whether or not they know his name, then it’s not implying anything. If this was said by someone with a history of well-spoken and thoughtful public statements, then it’d most likely be the latter interpretation. Given it’s Eric Adams, either is plausible. In fact, the bullshit-ness of the former may make it even more probable here.