Pretty believes that Stumpy is faking his injuries. She was one of the background dancers in Mr. Cat's presentation to Stumpy on how to manipulate people into donating money, and therefore probably knew what he was doing.
In order to get pity from people watching him on TV, Stumpy says a sad, exaggerated/made-up story about how his sisters mistreated him as a child. Mr. Cat, despite being aware that this is a scam, is on the verge of tears after hearing this. Mr. Cat is also from a very abusive family and was picked on by his older brothers, so it's possible the story reminded him of his own backstory.
