Is it ever advantageous to talk to police without a lawyer when arrested?

I see a common trope in detective shows/legal thrillers/etc. where the cops arrest someone and say something to the effect of “talk now without a lawyer or we throw out the deal” implying that they will treat the suspect better if they confess now vs negotiating with a lawyer later. In real cases, would this always be a bluff or is there ever a situation in which it actually makes legal sense to confess immediately without consulting a lawyer first?