Many men do lie sometimes of having relation with a woman and later turns out to be untrue. I don't think MC Harvey would lie if he has never had any close relation with Cheryl Cole.
Some ladies may find someone very attractive but because of the person's status or lower grade compared to her, they may like a secret dating. Some ladies don't care anyway. But others care a lot.
This is what I see in Cheryl Cole's case. She wasn't expecting anyone to know about it because of the high society she dwells. Yes, she thinks Harvey doesn't suit her class.
As for MC Harvey, he is very proud to have such a lady like Cheryl in his arms. I quote "I wouldn't have minded Cheryl being my wife." This statement makes it concrete that something has taken place between the two. Also in regard to Cheryl's age, he said that.
The best way to defend is to attack. "Was this 'relationship' happening in your head? Are you smoking something?" Says Cheryl. Such statement evidently shows that this was a relation she wasn't expecting the public and the media to know about it.
The cat is already let out of the bag. Cheryl must be proud of MC Harvey and avoid ending up like ex-president Bill Clinton. After denying having affair with Monica Lewinski, he finally apologised to the world and his country, "Please forgive me I did it."