If he was on radio Mersey, he wouldn't have even mentioned us. But I don't think he felt the need to lie. I imagine he's prouder of his time at Liverpool.
I don't think he was being polite, I think he was being honest. Did he say he enjoyed it more, or just that it was more fun, because it was more business-like at Liverpool? He will of course have great memories of Liverpool, but felt it was more like work than a game.