Not necessarily a lie on Trump's part. Trump wants to retain independence - he's not going to agree to implement a think tank's program by name. For example, he notably distanced himself from making promises on abortion policy during the 2024 campaign, and indeed so far the only move he's made to benefit pro-lifers is freeing protesters imprisoned under the Biden administration.
Also, much of the energy behind Trump and MAGA is rejecting the dominant conservative think tank culture that's existed since the Reagan administration. This is seen by them as only fighting for the interests of large corporations - notably including completely selling out American workers in favor of immigration and offshoring - while losing every cultural battle in the last few decades from being too conciliatory to the liberal establishment that dominates the cities where these think tanks are based.
Many of these think tanks (including the Heritage Foundation, which is why Project 2025 takes the tone that it does) are in the process of being replaced by younger right-wingers more aligned by MAGA - they often reject the label of "conservative" as denoting a failed movement, preferring "dissident right" or similar terms. They want a counterrevolution - "what is there left to conserve", they say. But until their takeover is complete (which will probably happen in Trump's term, and will definitely be complete if Republicans win in 2028), it's understandable why younger Republicans would reject any explicit association with the old conservative think tanks.
