Why did Carlito lie to the mobsters grilling him in the nightclub?

Good point. I guess he figured they were on to him no matter what he said. He could have tried and made something up though to buy himself some time.

This was a plot point that always bothered me about this movie. Even if Carlito didn't explicitly know (which he did) that the same Italian mobster at the club also saw him at the hospital, he didn't really have a lot to lose by admitting to visiting Kleinfeld. They already knew this & as he admitted himself, he would have been dead already if they were convinced of his guilt. There's nothing about visiting Kleinfeld in the hospital that was inherently incriminating but Carlito needlessly lying about it was just enough to convince them to take him out, hence "I seen him at the hospital Pete! "We'll take him outside".

By way of his internal monologue, Carlito perfectly analyzed the situation that the italian mobsters weren't sure about his guilt & were just there to see if he would crack & give something away to make himself look guilty & then he proceeds to do exactly that, rather than play it cool which almost gets him killed. It's right up there with Carlito ignoring Saso's warning that Pinchanga was spying for Benny Blanco.

I actually started a thread about this that no-one replied to, so I'm glad someone else has picked up on this! It was titled "gotta listen to my instincts" - actually everything i said is covered more concisely by threadkiller above, but anyway, here it is......
so this isn't quite a plot-hole, I'd say it's more of an oversight on Carlito's part. When he's going to visit Kleinfeld in the hospital and he sees Vinny (I think that's his name) disguised as a policeman, the voiceover says "got to listen to my instincts, like the one telling me that face and that uniform don't go together". So he not only sees Vinny there, he also acknowledges that he looks out of place. Then, at most a couple of hours later at the club, he doesn't recognise Vinny and makes the "I haven't seen him lately" slip. Maybe he didn't recognise him out of uniform (including the hat which would have covered a lot of features), but I think it would have been easier to swallow if they'd just cut out that voiceover line at the hospital, or better still only shown Vinny when he came to "relieve" the officer outside Kleinfeld's room. And while they're at it they could have cut the bit when Saso tells Carlito that Pachenga's spying on them for Benny Blanco, which I know has already been discussed on other threads.