They set up that Russia was disavowing Zorin and was against his plan and then..nothing.

It definitely would have been nice for the Russian agent (I had no idea her name was Paula) to play some sort of role other than chill in a hot tub and make it seem like all Russians love Tchaikovsky.

That idea I like! I also thought it would have been fun if they could have kept Paula as Anya Amasova, as it was once pondered.
In fact, very few of Bond's "recurring/related character" story ideas seem to come to fruition once through the rewrite wringer (see Stromberg as Auric's brother, Pushkin as Gogol, Paris Carver as Sylvia Trenchlikely some more rumors I'm forgetting) What do we get instead? Recurrence of Jack Wade and Sheriff Pepper? Sheesh.
Now, this is a signature gun, and that is an optical palm rea
d
er.

Would've been better if the film would've been about Bond and Paula (the bathhouse Russian agent) teaming up to take down Zorin. Stacey would've been the sacrificial lamb (killed in City Hall) and Mayday would've still switched sides at the end and killed herself to stop the plan. Definitely would've made for a more interesting film.

Well, last I saw Bourne he was still sadly torturing himself (apparently, he's a
Rambo III
fan too, which is considerable penance). And Walter Whitehow did that work out again?
Just, not quite the same emotional plane as reward sex with James Bond in the shower. (Never thought I would craft a sentence to evoke a shower scene between Walter White and James Bond, but there you go. You're welcome.)
I don't think it would work because I don't think an audience could "forgive" Mayday within the brief storytelling space of one Bond yarn. Maybe as a recurring, catwoman like nemesis/interest that could evolve over time.
Now, this is a signature gun, and that is an optical palm rea
d
er.

It's better storytelling when a character pays a price for doing the right thing. Especially for a bad character.
What no man
C
an give ya. And none
C
an take away.

Yeah I guess, but there are other fictional characters, who start out as murderers but then want to do the right thing, after such Jason Bourne, Walter White, etc.
So I thought maybe Mayday could be viewed in that light maybe.

No, Mayday may have switched teams at the end, but she was still quite a bit of a murderess. There's no coming back from the carwash.
Now, this is a signature gun, and that is an optical palm rea
d
er.

As much as I disliked Stacey, she was the girl for Roger.
You could not have Mayday live after offing Tibbett and Chuck the CIA guy. Just like I thought they should have killed off Jaws in TSWLM rather than making him a cartoonish joke of an assassin in MR.
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I love Stacey.
And with respect, I think true gentleman Sir Roger Moore would slap your face for suggesting that.
I'm motivated by my
D
uty.