Fargo Season 5 question

Why did Dot (Juno Temple, the woman who gets kidnapped) tell Witt Farr (Lamorne Morris, police officer who helps her) that this isn't her first getaway, considering that she's trying to hide her criminal past/previous identity?

I understand it obviously served as a reveal to the audience confirming she did have some kind of prior criminal involvement, but why would she say it to that police officer, especially when she then subsequently ran away and pretended the whole thing never happened?