There could be lots of reasons for that. She might even be an enemy to the Precure's enemies and the Precure themselves. There's no way to know yet.

I don't know enough about them to say anything about that, I'm afraid. I do have a question of my own, if that's alright... [Setsuna does her best to look as innocent as possible.] Why do you care so much about what's going on with the Precure?