DAE lie and make stuff up to appear worse after being complimented?

Whenever I'm complimented, I always end up (after saying thanks) saying something bad about myself or what I'm being complimented about because I'm not good at taking compliments. Recently though, I started noticing how I'll even lie sometimes if I don't have something bad to say. For example, I'm on my school's improv team and we've had a series of really good shows this year. One of my friends came out to cover our most recent show for the schools media club, and when I talked to him after the show he was complimenting me, and without even thinking I made something up about how at the last show we flopped and started lying about how certain things didn't go well, despite all of our shows going surprisingly well. I know it's not good that I'm so bad at talking compliments, but is it actively bad or abnormal that I make stuff up for this purpose?