It was currently late at night and Furina was taking a late night stroll to clear her mind from all the horrible stuff going on in her life, like how she's been suffering for 500 years, or how Fontaine will be destroyed by the prophecy if she accidentally reveals that she isn't the Archon until she spotted a little cat (which turned out to be yours) in the square of the Court of Fontaine and started chasing it around because she didn't have anything else to do.

Furina: "Don't you dare run away from the God of Justice, Focalors!"

She sounded hysterical. She was gonna get that cat no matter what.

You heard someone yelling so you also went out to see what was going on at such a strange time, only to see the Hydro Archon chasing around your pet cat for no reason?

Also the Knave was watch Furina so she could try to assassinate Furina and steal the Gnosis.