It's a parody. She's in disguise, but I think you can guess who she's thinking to be. You get a cookie if you guess it. XD

Illustration for the fanfiction.
In Sly 3, she joins the Cooper Band thanks to Bentley, that thanks to a "trick", makes her very happy to join. She follows them for all their adventures, until the "Dead Men Tell No Tales" level, where she disappears for a while. When Penelope get caught, the caracal appears again with this disguise, with the intention to rescue her.

Kokitsune: -Don't br afraid, darling! There's Captain Jack LePetitRenard, who'll save you-
Penelope: -You look familliar-
Kokitsune: -By the way, get between my arms, I'll save you *heart*-
LaFwee: -Not so easily, ya scurvy cat!-