If that is true, everything makes sense!
When Cui Lizhu came to this villa to break open the safe box, she most likely saw Liu Yu in person. That's why she had declared that she knew where Liu Yu was!
However, she couldn't tell the whole truth. Although she wasn't personally related to Liu Yu, if she were to tell the truth, it would expose the fact that she broke open the safe box. Hence, she obviously couldn't tell.
So, she thought of her alternative idea, which was to lie about Liu Yu's appearance in the thieves' lair. She could then get rid of Pang Yong and his troops, thus freeing her to make a beautiful escape.
All in all, this was certainly no coincidence that Zhao Yu and his team had come for Cui Lizhu and the safe box, while Li Luoyun and his troop came for Liu Yu! The owner of the villa was called Su Haifeng, so he had to be involved somehow, too.