re: Official Better Call Saul Season 2 Episode 2: "Cobbler"

So we are to believe he made Playuh make that video, complete with crying. Kim is worried about the fabrication of evidence side of it. But I'm wondering why even do it at all? The "Art collector" doesn't even exist and I'm sure the cops will see that as a dead end and not pursue the case anymore. So we are to believe Jimmy made a gross squat cobbler video just in case?

Great episode btw, anything with Mike and Nacho is money.