Compulsive lying is as the name suggests, driven by a compulsion.
Many people who do compulsively lie find it difficult to stop as it has a subconscious beginning-emotional/psychological trauma for example.
As well as this, once the habit has been established as a coping mechanism for whatever underlying issues the person has, much like a drug or cigarettes it takes time to 'get off' them as it were.
Many people who do compulsively lie are aware of what they're doing and cannot stop.
Other psychological disorders/coping mechanisms are not judged by others so much, as this particular manifestation can affect many other people adversely.
Having said this, laughing at people for this reason (or any) is cruel.
I have yet to meet a compulsive liar who has consciously chosen to be one.