As far as I can tell, when a Changeling turns into a bird it flies, when it turns into a duck it quacks, and when it turns into a humanoid it plays piano, reads pulp detective novels, harrasses small business owners, and basically does whatever it wants to do. Maybe she was on a secret mission to raise money in order to buy that stuff for the Dominion, maybe she just likes the thrill of ripping off casinos and getting away with it, we have no idea what her story is.
We do at least know that even when the drop becomes the ocean again, that drop can be punished for killing another drop and then exiled, so there's definitely some individuality there.