Yeah, the show is definitely not connected to the MCU.
Here's my guess of how things went: Sony probably included "Cindy" as a easter egg, with the *potential* of turning to Silk later on. However, this was very early into Marvel's and Sony's agreement, so Marvel had no problem. Then Sony announced they were making Venom and that they were doing their own universe that would ride on the coattails of MCU Spidey. Between Sony preferring keeping their toys on their side, and Marvel being f-that noise, ultimately if there was a plan for "Cindy" it was scrapped and instead made the show.