So you believe that Lee Was in fact transporting curtain rods in that paper bag?
Of course he was
If he was ....WHY would he deny that ??
We don't know for sure that he did-----------as we have seen elsewhere, Mr Oswald's words were twisted outrageously in the interrogation reports.
However, IF he did deny it, there's a simple explanation: he knows he stands accused of supplying the rifle, he knows he's been set up, and he understandably does not wish to admit to having brought ANY large package to work that morning.
He may even have checked shortly after the assassination for his curtain rods (in one of the first floor storage rooms perhaps?) and found them gone. At which point he will have put 2 and 2 together. In which case.... now, in interrogation, there is no point in confirming what Mr Frazier is saying about the curtain rods: they are not where he left them, so confirming them only makes him look worse.