Well not that he was playing any prank over his co-star, actually this was in regards to shoot a particular scene where Neil was supposed to go all naked. Reportedly, in the scene Neil goes naked as the police inspect him once he enters the jail. And for that matter, Neil needed the much privacy to perform the scene and thus requested his director Madhur to keep Mugdha away from the sets.
Mugdha also being a thorough professional understood the situation instantly and didn't mind being 'jailed' up (in vanity van). It is also being said that Neil just shot the scene in front of 4 people present on the sets.