What "rules about not lying"? Movies are entertainment. Most of them are based on lies, regardless of what it says at the beginning or in the credits. Actors are professional liars. Hollywood thrives in fiction; story and tropes.
I don't think the intention was in any way to deceive the audience. I personally see it as part of their post-modern filmmaking[0] style.
What personally makes this style interesting to me is that there are usually several layers of meaning and intention. And usually references to other films or common perception or convention.
Even if the intention is to tell the truth or a true story, there's always the bias of the storyteller, the selection of what to tell, and what not to mention etc. So in this case, the Coen brothers re-used the "based on a true story" concept, and even exaggerated it. They re-use the format, but mock it at the same time.
It doesn't stop being an attempt to deceive just because it's self-aware, ironic, or motivated for other reasons. Likewise, murder during a robbery is still murder even if the primary is theft.
We have societal norms about it, maybe. But there are certainly no explicit rules about this, and the societal norms about lying are already pushed to their breaking point when you walk in to a movie theatre.
Rule and norm are synonymous, IMHO. What is the difference? What makes a rule explicit? Do you mean laws? Law itself is often rather abstract, does that still count as explicit?
I think there are specific laws about fraud. In film they can claim artistic license, though.
