[10:05pm, the docks]
You were busy taking down Maggia goons in order for Felicia Hardy to break her "son" out of one of Hammerhead's clutches.
While you were beating up Hammerhead's men, Felicia suddenly vanishes from you. After defeating Hammerhead's men, you discover the room-sized impenetrable vault that Felicia was talking about, heading there in hopes of her "son" being there because she told you that "he" was being held there.
[INSIDE THE VAULT]
There was no sign of her "son", but there was a small case and a black cat doll. You open the case and notice the final drive was stolen. Upon trying to escape from the vault to find the missing drive, Felicia locks you inside.
Sorry sweetie, but I needed help to pull of a job this big. You see?
Felicia demonstrates each drive that she stole: the broken Maria painting, the Cicero one, and many other crime families.
I wanted the entire wealth of and the Maggia's $50,000,000 worth of loot, and now- I have them, in the form of shiny drives, in the palm of my hand.
It was at this moment that you realize that Black Cat never had a son. It was all just a lie- a ruse to trick you into helping her robberies.