So if the exit polls are inaccurate it means people were "embarassed" to tell exit pollsters in the same anonymity and secrecy as the voting booth where they voted Tory? Or could it instead be that opinion polling is not all it's cracked up to be? I've long noticed that polling is often a tool of manipulation and propaganda.
I find it hard to believe that Morrissey sings "everyone lies, nobody minds" in reference to exit polls. It's perfectly obvious that the song is from the perspective of someone who's drunk, frustrated at the entire government, and railing against everything and everyone. He asks, "Where is the man you respect?" He didn't say, "I respect Neil Kinnock but all these tricksters said they'd vote for him did otherwise and lied to the exit pollsters about it!" He said the man he respects is nowhere in sight! It's a dismissal of all politicians.
"We won't vote conservative because we never have" -- is it a compliment to say you vote for a party simply because you always have? The song says the person is drinking, declares that EVERYone lies, NOBODY minds. "We won't vote conservative because we never have" is meant to say that, sure, people vote Labour but don't be mistaken, it's not because Labour is running anyone they respect, it's out of traditions and loyalties. There's not a Labour candidate we're in love with.
Also, in the end the song is actually rather conservative (with a lower-case "c"). "We look to Los Angeles for the language we use, London is dead" - that's an attack against the modern world, wishing a nationalistic, protectionistic government would come along and prevent London from being changed by globalism, and would turn back the clock and bring back the London Morrissey was in love with. Remember that at this time Morrissey considered English culture "superior" to all cultures in the world, and considered England to be "the world" as far as he was concerned. To see it changing was upsetting. He wanted leaders who would keep out the immigrants, the cultural influences, etc. He was very wrong-headed in this, but it's a common feeling people have when confronted by change, and as such it makes for an interesting song reflecting the fears people have of a changing world.