Hazbin Hotel/WMG

Vaggie is a former exorcist

Possibly the biggest evidence here is the eye patch she has with an X on it, a feature that all the exorcists seem to have. We also know from the season 1 trailer that all the Exorcists except Adam are female, and there is also a scene in the trailer where Maggie is using a spear similar to the ones used by the Exorcists. While Vaggie has been confirmed as a mortal sinner, that doesn't necessarily mean she was sent straight to Hell after death; it's possible she was once a formerly human angel and recruit into the annual purge who eventually objected to their methods and either quit or was kicked out, condemned as a punishment. This may in fact explain just why she is in Hell in the first place. As for why, it might simply have been the result of a Heel Realization leading to a Heel Face Turn .

Lucifer is setting his daughter up for failure

It has been stated that Lucifer opposes Charlie's plan, but still allows it. Seeing as Charlie is his daughter, that means he is also his heir, so in theory, if Lucifer were to be killed (difficult, but not impossible) Charlie would become ruler of Hell. It seems likely then, that Lucifer is purposely trying to set Charlie up for failure in order to crush what he sees as overenthusiastic optimism and convince her to accept reality in order to “harden” her for her eventual role.