Tobi said it to Kabuto when they were alone aswell. Why would he say it to Kabuto even though he already knows Tobi isn't Madara? Plus there are a million hints that his Rinnegan was implanted, such as not being able to deactivate it and Kishi covering his eyes before his Rinneganw as revealed. It has been stated that the Rinnegan is the final stage of the Sharingan (which is why the Rinnegan can decipher all of the Uchiha monument) so if you believe he unlocked it, you must also believe it is possible to unlock MS or EMS straight away aswell. Which obviously isn't true.
*sighs* You guys overlook one very important fact. The Sage of Six Paths activated the Rinnegan. He never had the Sharingan. The Eldest Son didn't either. Thus, it's entirely possible to activate the Rinnegan without the Sharingan.
As for Nagato never deactivating the Rinnegan...We don't know how it works when a person is born with it. For all we know it's impossible to deactivate it. That said, it's entirely possible that Nagato -could- have done so but chose not to. After all, Tobi has always had his Sharingan active during all of his appearances so far.