No, they did. It's mentioned in the article.
After the original paper came out there was quite a spirited debate about what you could learn from such a study. Women generally admit to fewer socially undesirable things than men do. This may be in part because they have fewer socially undesirable characterstics (e.g. they murder fewer people), but it seems to be in part because they are more careful about what they say. So, for intstance, the male-female difference is least under strictly anonymous conditions, greater if you just have people put their names on the questionnaire, and greatest in face-to-face discussions.
So many people thought that the Feldman study just showed the same old thing--that women were telling the experimenters what they thought the right answer should be.
The best way to find out probably is something called the randomized response technique. After the interview, you send people into a room by themselves. You ask them to anonymously say whether they told the truth about various things. But you also give them a coin and say "Flip this coin before you answer each question. If it comes up heads, you must write down that you lied for that thing. If it comes up tails, give the true answer about whether you lied or not." From the subject's perspective, you (the experimenter) will never know whether they lied or not, because it could have been the coin that forced them to say that they lied. But across many subjects, you can still see if the predictors of lying (like sex) still hold up. As far as I know, no one has done this with the Feldman paradigm.