*Sigh* I'm wondering where down the evolutionary line we evolved into feeling bad for lying and why. I'm not as stupid as you presume.
I'm not sure when it evolved, but the reasons why it evolved are pretty straightforward. We are social animals, and our survival depends on cooperation. Cooperating with others depends on trust. Trust depends on honesty. If you are dishonest, I can't trust you. If I can't trust you, I will find it more difficult to cooperate effectively with you.
For example, let's say we are out on a hunt together. I need to trust you to play your role in that hunt. I need you to have my back if necessary. If you have been dishonest in other circumstances, you have ruined my ability to trust you. If you're going to cheat and be dishonest in other circumstances, how can I trust you to have integrity in this one? I can't. And it's not a matter of getting your feelings hurt or something -- whether I can trust you is a matter of survival, because success of the hunt = survival.
Another example would be the distribution of food. If I can't trust you because you've been dishonest in other circumstances, how can I trust that you will "play fair" when it comes to the distribution of food? I can't. So there are escalating tensions, possible fractures and fights.
So, there is a very clear line between honesty, trust, and the ability to cooperate effectively as a group. And those things are intimately linked to survival. We need to cooperate to survive. If we lie to each other, our trust in each other weakens. If you can't trust others, then cooperation breaks down. And survival depends on cooperation. Dishonesty imperils the survival of the tribe.
Honesty, and concerns about honesty, have clear survival value. As a result, they have been heavily selected for over time. That's the evo-psych answer, anyhow.
(Btw, deception skills would also be selected for over time.)
(edited for clarity)