I've seen plenty of instances in which evil roles claim to be the Government in order to be guarded or healed. I've used this strategy myself quite a few times, especially when I'm Neutral Evil or Neutral Killing. So I'm always suspicious of anyone who claims to be Mayor/Marshall without revealing.

Also, I don't believe that someone who claims to be the Government is confirmed just because there are no counterclaims. Sometimes the real Government wants to stay hidden to avoid being killed.