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 a chase
Also, lead a merry chase or dance . Mislead someone; waste someone's time. For example, Mary refuses to commit herself and is leading John a merry chase, or Harry led us all a dance; we were waiting at the hotel and he'd gone to the movies. [First half of 1500s]