It's not so significant that it's problem. It seems like a throwaway line in Rogue One, but ultimately one that leads to Chirrut saying Cassian carries his cage wherever he goes, hinting at darkness in his background. Which we more or less see in the film, when he murders a dude who could give him away, goes to snipe Galen (and Chirrut said the Force was dark around him), and later when he flat out says they've done terrible things for the Rebellion.
Plus he just met Chirrut and Baze 5 minutes earlier so him lying works too.