lead on a merry chase
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.
lead someone on a merry chase
Fig. to lead someone in a purposeless pursuit. What a waste of time. You really led me on a merry chase. Jane led Bill on a merry chase trying to find an antique lamp.