I’m putting this here rather than because I doubt there’s been much research on the subject.
Why is it when people are caught dozing and are called on it, they instantly deny they were out of it. Hell, I’ve even someone snap to with, “I’m awake!” even if nothing was said.
I’m guessing embarrassment is the main factor, perhaps being afraid that you thought the present company was too dull to stay awake. Any other guesses?