Why not try the usual delete/block their #'s first? No need to lie about this. Are you doing this because you think you will be able to stop using more easily if they distance themselves from you instead of you choosing to distance yourself from them?

Let's just say that you tell them the cops arrested you after seeing you shoot up in your car - they are going to know what the actual consequences of that are, so best make sure your story is straight there or you will arouse the wrong kind of suspicion. Further, you're not local to them. Let's say after you tell them this, one of them gets arrested and they think someone, not a rival, but a customer, snitched.

Unless someone else supersedes you as a potential snitch for some reason you don't know about, chances are you will be the #1 suspect - you're not local, you said you were recently arrested (and likely downplayed or minimized any potential implication on them), they can't easily talk to you, and in doing so, a target gets painted on your back.

We can now pretend that you admit to them it was a lie, you just wanted to quit using and thought it would be a good way for them to back off. Now you've established yourself as a liar, you're untrustworthy, and your word is no good to a person or group who may be out for some real vengeance and who are already very irrational thinkers. Your imagination can do the rest from there.

Just doesn't sound like a good idea to me. Sure, I've laid out a true worst case hypothetical scenario, but why even open things to that possibility when there are so many other ways? The larger issue that I see, though, is what I've mentioned at the top of this post - if you live far away, you're already distanced from them. Telling them you're not interested and are trying to quit is going to be a lot easier for both parties than "I got arrested", which to them is going to lead to more questions so they can make sense of it, and for you is going to lead to unwelcome contact with them while they do that.