Cleo is a mysterious French fashion model who meets Beth at Benny's apartment and then, the night before Beth's game against Borgov, she tempts Beth into an alcoholic binge. A lot of viewers find it suspicious the way Cleo shows up coincidentally the night before Beth's vital match with Borgov. There's a theory going around on Reddit that Cleo was actually working for the Russian teams to sabotage Beth. Considering that, it makes sense why she doesn't appear ever again in the show after Beth's match.

And in case you'd like more convincing, there's a scene in the last episode when Beth asks Townes how he managed to get a visa at the last minute and he reveals that the Russian embassy may have helped since they thought he would distract her. As you may remember, Cleo was the only person to whom Beth revealed her feelings for Townes. And it raises a natural question—how would the Russian embassy know that Townes could be a distraction for Beth?