Red was raised from early childhood to be a spy and assassin, in the comics. Given what we've seen in the two movies, we get the impression that she's "On" all the time, always thinking, always planning, always projecting a certain image. (Totally not projecting, no sir!) Therefore, I wanted to explore the idea that when she does let her hair down, she really lets it down.
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This'll be explored more in chapter 2.