Generally speaking, men are stronger and more aggressive than women.
As a consequence, women depend more on their social lives, on relationships, for their own well-being.
This has implications at the social level.
In many social groups, communities, cultures, this fact of life is codified into social values, and women are expected to be married or have boyfriends, they are expected not to be alone; their respectability depends on it.
It also has implications at the personal level. I know women who - quite apart from what anyone else thinks - personally find the idea of being without a boyfriend unacceptable. Their self-esteem depends on the idea of having a boyfriend.
Now consider yourself in the situation described above: an attractive woman, alone, approached on the beach by someone who carries the nickname of Accipiter, his friends lur(k?)ing in the background. Yes, she's interested in having a good time. But she's not interested in playing the role of fair game, she wants to maintain some control over the situation. Under these circumstances, saying she has a boyfriend is a sensible thing to do, the next best thing to actually having one.
PS to Accipiter: 1) yes, I agree it's rude 2) accipiter is a bird of prey