You know, I was thinking...

Maybe she wasn't a friend of your neighbor, and maybe no one gave her your information. It is likely that she was not only probing for information, but from your whole conversation, it sounds as if you confirmed some of what she was asking (without asking).

In this day and age, you just don't know. There are so many predators out there that are looking/feeling out others, only to see if they are easy bait.
I really felt this after only reading your first post..so not sure if it is something you considered. She could have been casing your place, or doing what the others said and knocking to see if you were home and then when you answered had to make up some lame excuse.

Who knows..but kind of freaky if you ask me!