honestly first thing that popped into my head when i saw this scene was that they would somehow hook up, then i remembered that tonraq still had a wife and then i lost interest in her. although like others have said i do think that she'll play a decent-big role in season 4

Why would a red lotus spy save a world leader once their plan was already in motion? She could have just let him fall and said she couldn't reach him in time to keep her cover. No one else was on that mountainside.

That's Zelda Williams for you, saving other people's dads after what happened to her own.