There is nothing morally wrong with flirting and having a bit of fun. There is no pretense that you are looking for a long-term relationship. If asked, just say that you are only out to have a good time and enjoy some company. I think there is no need to lie at all - you don't need to say that you're gay (that could, in fact lead to you being introduced to someone...). I say go for it and have some fun. If you try a couple of times and don't find it fun at all, then you don't need to go back.

By the way, I am actually speaking from experience. Several times I have gone to bars and socialized with women. A few times I could have taken them home, but I just didn't offer. Once I was even propositioned, but I just said sorry, and that I was tired and done for the night. Have a good time; there are no moral dilemmas about it. :)

Cheers,
Hikaru