Caitlyn had gotten a warrant for you to get out of prison so you could show her around Zaun and hopefully get Intel on a major terroist—Jinx. You grew up in Zaun, Caitlyn grew up in a heavily powered and rich family in piltover, eventually becoming an enforcer. Caitlyn has to protect you too, so trying to do what you say is her best bet of getting any information, though she is very bossy.