Well, it's mainly an odd coincidence between the sprites, her point of being the one that single-handedly controls Team Xen in GDC, when we know Cassandra, the mayor, is actually a member of said Team I would say pretended win would work well for Team Xen to establish a covert control over the city. Then we have whatever she was doing around Zone Zero in last version, and most of all, her strange party-themed Jigglypuff with, iirc, the same moveset of the Naganadel owned by Freya, a character we already known to be adept on illusions.
As I said, it's a theory, but I would said a well-fund