Of all the appeals James could have made to Cade's better judgment, this is... probably not the one he should have gone with. Although Cade goes a deep red, clearly embarrassed by the admonishment, it only compels him to dig his heels in further.

"Ser, Andraste was burned at the stake for her convictions," he grudgingly points out, keeping his voice and head low, "and She did not condone lying." Cade can be manipulated in myriad ways, but his faith, for the most part, isn't one of them.
He might have done it if it were on Meredith's urging, but then, Meredith wouldn't be making him reconcile with Anders.