More like a philosophical question.
Your question can be understood in different ways.
If the question is "Am I still social engineering someone if he knows he's being social engineered?", then I guess @Ljm Dullaart answer is what you're looking for.
Otherwise, if your question is "Could the fact that I know that I'm being social engineered be a way to social engineer the other person?" then absolutely yes: knowing that someone is lying to you is an advantage that, generally speaking, could let you gain additional information about the person you're talking with or the facts you want to know about.