I think it’s perfectly valid if you’re really into denial, and they aren’t. But with a few caveats. You should try to explain to them how much you love not cumming. There are plenty of resources on this blog to help you with that. For example:
https://female-orgasm-denial.tumblr.com/post/157240617903/the-greatest-valentines-gift
https://female-orgasm-denial.tumblr.com/post/160445894488/i-have-something-to-ask-you
Secondly, you probably shouldn’t do it all the time, it just feels a bit dishonest.
The ideal scenario is slowly open up your communication with them, help them get into your head. If denial, or any kink, is really fundamental to you and they just don’t get it, well, that raises other serious questions about them, beyond just denial.
But the reality is, plenty of women fake it, all the time, simply because they don’t enjoy sex and want it over. You loving it, but adding your own kinky twist on it by faking it at the end so you stay denied is far less of a problem in my opinion.
But then I would say that… I think it’s awesome.