Of course she has a major incentive, but the point is, she can lie. From a narrative standpoint, the real question to answer is not "will she suffer for it?" (answer: yes) but "can she hide the cost of a lie from her interrogators, long enough to make then believe the lie?"
Because in a setting as depressing as Worm, where the literal survival of humanity will hang in the balance, in Dinah's lifetime, there will be quite a few situations where "a few weeks of pain" is an acceptable price for getting one up over your enemies.