No, it is NOT a lie. Men do create pre-ejaculate (pre-cum), it DOES have sperm in it, and it CAN impregnate a woman. That is why you must NEVER have unprotected sex, even with "pull out", unless you want to make a baby.

What does your situation mean? It means you are VERY, VERY lucky. Put a condom on. She will become pregnant from your irresponsible behavior.

That, or maybe you're infertile.