lead (one) (on) a (merry) chase
To waste one's time or cause someone a great deal of confusion through deceitful, manipulative, or inexplicable behavior. You should have just said you weren't interested in investing from the beginning, rather than leading us a chase for three weeks! If someone in whom you are uninterested is pursuing you romantically, do not lead them on a merry chase—make your feelings clear from the get go.
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