This is an unexpected design - but it does appear to be captioned Wizard of Oz at the bottom of the drawing, and it was intended for the show. One of the many interpolated numbers in the production was Sitting Bull, sung by Fred Stone as the Scarecrow during the Ball of All Nations. This song was added to the show in 1905 and, according to Oz Before the Rainbow, was performed with a chorus of "cowgirls, Mexicans and squaws". This must have been for that number.
This photo is not of the best quality, and I haven't viewed this piece in person to know whether there are further notations on the back of the drawing.
Many of Siedle's designs bear the stamp of the Metropolitan Opera. This isn't because they were designed for the opera, I believe it's simply where they came to be kept after her untimely death in 1907. Her husband Edward Siedle was prop master for the Metropolitan Opera, so it seems logical that the drawings would end up stored there.