I am scared for my life right now.

No idea if this is real or not (suspect it is, this stuff does happen), but this is how a lot of real-world espionage and major fraud is committed. If it’s espionage, it’d be for financial info not obtainable another way. If it’s for fraud, it’s for money. Either way, this guy is going to be the stooge and the woman here is setting him up. He’ll take the fall and she’ll disappear into nothing.