It's easier because, when you fabricate an entire conversation rather than one sentence, you have to make up more things.
That's the purely technical argument. There are also psychological considerations on the part of the officer, people are more likely to rationalize making up one little thing than making up an entire conversation.
Say nothing and you can truthfully say repeatedly that you said nothing. You'll be able to consistently tell the truth on the stand without having to explain any of your statements, statements that the prosecution will attempt to twist into incriminating statements.
Of course, if you do the same to the prosecutor before trial, the chances of you making it to trial go down. Prosecutors like to win their cases.
Anyway yes it's easier to change a conversation than to fabricate one; because "changing" can mean many things - intentionally lying is the least common occurrence, simple "neural" errors happen a lot more often.
Maybe they'll lie (probably not that common), or maybe what you said will somehow implicate you in a crime, or maybe...? That's why it's important. It's not after the fact knowing the police lied but beforehand when you don't know how things will play out that remaining silent is important.