lead somebody a dance
lead (one) (on) a merry dance
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 on a merry dance for three weeks! If someone in whom you are uninterested is pursuing you romantically, do not lead them a merry dance—make your feelings clear from the get go.