Well, yes. Like nobody on dating sites ever exaggerates, right?
Not saying it's the wrong answer. Some people have a past history that motivates them to have these hoops to jump through just to get to know them and you.
But my red flag to the Sheik is this: the kind of person who thinks they should be different from their truer self, or wants you to be different from your truer self for the game, is someone you probably don't want to be with to start with.
Point being: someone playing hard to get suggests that they have an inclination to make things a little challenging to get together. And not that you need to get married and that you can't just date someone to have fun together for a while. But believe me -- seeing as many failed marriages of friends in recent years as I have -- if both parties don't find a way to make it easy to be together, the relationship is doomed. Maybe now, maybe a little later.
It takes two people actively working to make it work together in mutual honesty. And someone who shows signs of holding back for a while -- even if just as part of an early tease -- is a major warning flag of someone whose personality is primed for mutually assured destruction if the relationship should ever get serious.
Or in short: by playing hard to get, she self-selected herself out of the running for the Sheikstress.