the plot a bit of depth. I think it's good for a show to have some elements not explicitly stated to leave it up to debate. Going back to your original thought about it feeling "jarring" because of how the rest of the show was handled - I think that's a sign that you aren't supposed to take it at face value.

I just Googled to see if anyone else was talking about it - in this article they lay out the argument better than me:

https://screenrant.com/queens-gambit-russians-elizabeth-paris-cleo/

The Queen's Gambit: How The Russians Sabotaged Elizabeth in Paris

When Elizabeth faced Vasily Borgov in Paris, she blew her chance to beat the chess Grandmaster — because the Russians set her up to fail.

The second time protagonist Elizabeth faces off against chess Grandmaster Vasily Borgov in The Queen's Gambit she loses, but her failure is not entirely her fault: the Russians set her up. The Netflix drama series is a sleeper hit that has received universal praise for its strong acting, tight storyline, and gorgeous aesthetics. The Queen's Gambit is a character-driven story focused on the growth of its protagonist. Her final attempt to defeat Borgov is the show's climax, which is bolstered by the two previous failures. From a narrative perspective, it was necessary for Beth to falter, but in the story itself, the second loss was avoidable — and is likely the direct result of Soviet interference.

The Queen's Gambit follows the rise of chess prodigy Elizabeth Harmon (Anya Taylor-Joy). Harmon is orphaned at a young age when her mother kills herself after Beth's father abandons them. Beth learns chess from the janitor at her orphanage, Mr. Shaibel, who teaches her the game's rules and etiquette. He is impressed by her natural talents for the game, and encourages her to pursue the sport competitively. As a teenager, she begins competing in local tournaments for the prize money, and quickly it becomes the focus of her life.

From an early age, Beth expresses an ambitious spirit. Despite the incredible adversity she faces in the male-dominated sport, Beth perseveres, winning tournament after tournament. The Queen's Gambit is inspired by true events, and by all accounts, is an accurate representation of the culture, especially at that time period. One of the subplots subtly fuelling tensions in the chess world is the dominance of the USSR in the world of chess, and the anti-Soviet sentiments among many American characters due to the Cold War. While The Queen's Gambit resists the temptation to portray the Russians, even the KGB (the Soviet Union's secret police force at the time), as two-dimensional villains, there are hints that the Russians would go to any length to maintain their dominance in the world of chess: including sabotaging Beth by sending her temptation in the form of Cleo the night before her big match against Borgov.

While The Queen's Gambit never comes out and explicitly reveals that Cleo was sent by the Russians, there are a number of hints that she was acting on their behalf — either as a "honeypot" agent of sorts, or simply as a convenient tool that they used to their advantage. Cleo's introduction in the Netflix drama series is suspicious — she appears open, but actually reveals very little about herself, and shows an aptitude for getting information out of others. Why she is in New York when she claims to live Paris, France is never answered in a satisfying manner — and when she does show up in Paris, it coincidentally is the night before Beth's big match. She insists that Beth meet with her then and there, implying that this is Beth's only chance to be with her. When Beth agrees, Cleo plies her with alcohol, encourages her to go flirt with men, and is shown in Beth's bed the next morning (with the room showing all the hallmarks of a wild night). Hungover, frantic, and off her game, Beth doesn't stand a chance against Borgov.

Before her Paris match against Borgov in The Queen's Gambit, Beth faced him in Mexico City; prior to the game, she overheard the KGB talking about her to Borgov in the elevator, demonstrating that they had done research on her and didn't consider her a threat (commenting that she's jet-lagged and a substance-abuser). When Beth appears in Paris to compete, she makes a point to say she's not jet-lagged, and even speaks in Russian as a way to tip off Borgov's ever-present KGB guards that she heard — and understood — them in that previous encounter. Borgov is noticeably shook by her comments. After she maintains sobriety throughout the tournament, the Russians (probably unbeknownst to Borgov) send her temptation in the form of Cleo because she's proven to be a threat — and Borgov's Grandmaster status is at stake if she can best him. While the Russians aren't villains in the Netflix show, they are an obstacle Beth needs to overcome — and are thus actively working against her.

While the Cleo theory is largely circumstantial, there is one piece of evidence that indicates she was involved with the KGB. While Cleo and Beth are at the bar together, Cleo asks her if she's ever been in love. Beth admits her unrequited feelings for Townes, a homosexual reporter she met at her first tournament. Beth had never admitted these feelings to anyone before (at least not the specifics), nor had her and Townes seen each other, let alone been seen together, in years — yet, he was at her match in Moscow, Russia on a work Visa. The characters even joke that he was sent to throw her off her game — but at this point in her character development, she's grown, and is not so easily sabotaged. While it's possible that Townes being at the tournament is a plot hole or contrivance, it's much more likely that the show's writer's were hinting that Cleo passed on that information, confirming that she was working for the KGB.

In the end of The Queen's Gambit, Beth learns that Russia is not the enemy her American security detail would have her believe. While the KGB may have been working against her, the overall attitude in Russia is friendly: the players all treat Beth with respect, and she becomes a beloved figure among Russian women, who flock for her autograph following each day of the tournament. The message of The Queen's Gambit is one of community: while Beth had ample reasons to distrust, or even hate, the Russians — especially after she was set up in Paris — she chooses instead to see them as her people. In the final moments of the Netflix miniseries, Beth rejects a political event to go join some Russian citizens for a friendly match of chess. It's a beautiful moment that brings the protagonist's story full circle, but more importantly, it's a strong message about tearing down barriers and finding common ground.