IIRC Van Alden's wife was pestering him to allow her to move down to live with him while he was on assignment. That he could not allow, not least b/c of the business with Lucy. So he may have wanted to show her first hand all of the "sin" in the city so that she would be disgusted and unwilling to live there.

"When the snows fall and the white winds blow, the lone wolf dies but the pack survives."
Winter is Coming

Now this is the Law of the Jungle—as old and as true as the sky; And the wolf that shall keep it may prosper, but the wolf that shall break it must die.
As the creeper that girdles the tree-trunk, the Law runneth forward and back; For the strength of the Pack is the Wolf, and the strength of the Wolf is the Pack.