It was really a sad situation on all counts. Ned had to lie to protect Jon but at the same time he couldn't protect him from Catelyn's hateful remarks and who knows what else because if he did stop her, it would have been strange since bastards are treated even worse than that in Westeros. So even if i think he did hurt him deeply because he cared about Jon (and he also knew the truth about him, that he was the legitimate heir of house Targaryen), he bite his tongue and said nothing.

Ironically, Jon's childhood and him being seeing as a bastard all his life is what differentiate him from being a too much spoiled and arrogant heir to the Throne, much as Daenerys being basically sold to Drogo makes her sensible toward slavery. He has always thought he was nothing, less than nothing actually, and that he doesn't deserve anything. This is why he's so humble, or he's so ready to sacrifice himself over and over again, because he grew up as a bastard and even if his siblings loved him a lot and treated him good, Catelyn was always there to remind him he didn't deserve anything good in the world.