The Stormcage is supposedly the most secure prison in the universe, and yet Professor River Song walks in and out of it as though it has a revolving door.
Strictly speaking, once she lets herself out she could simply stay out, only that doesn’t seem very sporting. After all, she is supposed to be their prisoner, and she wouldn’t want her guards thinking she didn’t appreciate their hospitality.
Besides, the peace and quiet of her solitary cell gives her plenty of time to think, and to plan her next audacious crime. It keeps her busy; every girl needs a hobby