Because that is what a Red herring does. Misleads, and distracts, the conversation/narrative away from what it actually is. Knowing that Quinn is deeply involved with the whole sex for funding plot. DPC introduced this Priscilla as to deviate away from the narrative that Quinn is, perhaps, behind it all. It could be an associate, or some mysterious, and unseen benefactor. Or it simply could be Quinn, after all, just using a middle name etc. Certainly solid theories. For their scheme to be, some what, sustainable... They would require an element of misdirection, at times, I would wager.
What we do know about Quinn is that she is a drug dealer and a sex trafficker who is tied to Mr.Burke and his associates. One of the associates, I would assume, would be this Priscilla. Directly or indirectly.