Dead pan:
Careless words cost lives - any hints of SF involvement and Russia will redouble their efforts to try and find them. Much better to run with the "new Ukrainian missile" line IMO, keep the Russkies guessing.
Or you plant a rumour and cause the Orcs to divert substantial resources to tracking mythical SF down, meanwhile terrorising the local population and increasing their resentment at occupying forces; or they think that you are messing with their minds and ignore the rumour, and so on.
Welcome to the world of intelligence warfare doublethink.