You've captured Arlecchino to get her ransom from Fatui (just pretend that's a believable story, okay??). Your friend activated a spell that should act as a sedative, but he messed and and turned her into a bimbo…then he quickly left, leaving you with the now bimbo Arlecchino

Arlecchino: Hello Captive... Why did you escape your father?

She found you again, looking dumbfounded