To share your worries about your bloodlust and memory loss - is unique one-time appears dialogues lines for each of your companions. If you have selected this dialog option, it will disappear from the list of options (that's how it should be).
The dialogue after murder of an innocent - provides the option to lie, or tell the truth.
It's different, independent dialogue tree.
Why does the game give you the opportunity to lie, even when you have told about your thirst for blood? Because logically, bloodlust alone does not make you a murderer. As your companions say: it's one thing to have a bloodlust, but it's quite another to follow it.