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The Malfoy's only concern was Draco. If they could have "gotten out" of the death eater family without consequence, they would have. As Voldemort became more powerful it was clear that the Malfoy's were in way over their heads.

In the end Narcissa knew that Harry had probably seen Draco in the castle and wanted to know that he was okay. She could have easily sold Harry out to Voldemort but I don't think she was nearly as evil as you would think. She was a mom! Narcissca (Draco's Mom) could obviously tell that Harry was still alive and that Voldemort's attempt to kill him once again had failed but she said he wasn't to the Death Eaters so she could ask him a question. Wanting to know what had happened to her son in the mist of the battle, she risked someone finding out she was lying about Harry being dead, asked anyways and finally got her answer. Harry nodded, because he had just so recently saved Draco and knew he was alive.

If Narcissa told Voldemort that Harry was dead, she and Lucius would then be allowed into the castle along with the other Death Eaters, and then they could search for Draco. Because Narcissa Malfoy has never been loyal to Voldemort and the only thing that concerned her was keeping her family alive. Harry said yes because he didn't want Voldemort to find out that he was alive yet. Because Draco was at Hogwarts and by pretending Harry was dead, the Death Eaters got access to Hogwarts. If harry said Draco was dead, she would've told Voldemort Harry was still alive. She no longer cared about the war, or whether Voldemort won. She only wanted to know if her son was still alive, because if he was, the only way she would be allowed to go to the castle and find him was as part of the victory party.