Why would she lead me on like this?

I was talking to a girl for a while and I thought that she liked me too although she was giving me mixed signals. Well, after a while of talking I ended up telling her that I like her (Probably a mistake and too soon.) Anyway, she knew that I liked her and instead of telling me that she only liked me as a friend she kept on flirting with me and things like that. I didn't ask her out officially but we planned to hang out and we went to the movies. Keep in mind that at this point she knew that I liked her. She didn't like me back but she still went to the movies alone with me. Again I was getting lead on. Some time later I asked her out to an official date and she turned me down. I later found out that she has a crush on somebody else. Why would she lead me on for so long and waste my time like this? I wish she would've just told me that she didn't like me like that when I told her I liked her about a month ago so I wouldn't waste my time pursuing her. Also, she keeps contacting me and saying that she would hate to lose me as a friend. Does anyone understand this?