Consequentialism ethics say they being ethical is judging acts for the consequences it has on people. For consequentialist, lying (or stealing, or killing) aren't bad in thesmselves, but only because they have bad consequences (ie, they hurt people). For a consequentialist, stealing something that would be wasted. For example, after a natural disaster, a supermarket is wrecked and has no staff anymore, and food products are getting rotten, there is no harm done in taking them, so it's ethical to do so.
If you look at that setup, well, what harm is done by lying? Not much, so while virtue ethics and deontology would still prevent people from lying, consequentialism doesn't. Maybe the answer is just that people growing in DDR, less exposed to religion, are more consequentialist ? Which doesn't make them less ethical, none of the three system is clearly the "best", it's a highly contested topic (I tend to lean towards consequentialism myself, but don't completly reject the other two).
And on this, I'm definitely a consequentialist. Being a role-player, "lying about a die roll" has no strict ethical value to me: if I'm a player, it's unethical, but if I'm the DM, it's just part of the job ! ;) I never lied about die roll as a player, and would never do it, so you can consider me to be "very ethical"... but on the other hand, in a setup like that experiment (when the harm of lying is not clear at all) or as a DM, I don't have any issue with lying.
The harm is, you will have people less willing to play with you once they find out that you will lie about die rolls.
The problem and fundamental error of consequentialism is that it ultimately assumes that you can know the harm your choices shall/have caused. It presumes omniscience--in fact, arguably it imposes upon a moral actor who wishes to remain ethical an obligation to know absolutely everything.
Of course, if you're simply looking for a way to self-justify actions which in virtue or deontology ethics are wrong, claiming consequentialism as your school is a pretty good tactic...
Some schools of consequentialism solve this problem simply by having a positive obligation to avoid/minimize harm: Using your example... If I'm going to steal something because it's going to be wasted, first I need to make sure it really is. This means I may even have the supermarket opt to give me the food products, because this is a win-win situation--I can arrange it so the situation benefits all of us, especially if I pitch my request as "Donate the food, it'll get you good will & the goods removed, and we both know you would have to write it off anyway."