Clearly lying
Steven was and had always been a terrible liar and Jessica could immediately tell from his face when he was being untruthful with her. So when he told her that his mental health would most likely take a huge downturn if he were to stop his walk right now, Jessica knew that he was just making this up on the spot.
It was not even a good attempt at a lie as one of her few grievances with Steven had been that he was never a big believer in mental health…