&34;What we all really had to lean into was how high those stakes would've been for someone like her,&34; the actress tells EW. Michelle Dockery on Lady Mary's

"What we all really had to lean into was how high those stakes would've been for someone like her," the actress tells EW.

Michelle Dockery on Lady Mary's divorce, flirtation with scandal in Downton Abbey: The Grand Finale

"What we all really had to lean into was how high those stakes would've been for someone like her," the actress tells EW.

By Maureen Lee Lenker

Maureen Lee Lenker

Maureen Lee Lenker is a senior writer at ** with over seven years of experience in the entertainment industry. An award-winning journalist, she's written for Turner Classic Movies, *Ms. Magazine*, *The Hollywood Reporter*, and more. She's worked at EW for six years covering film, TV, theater, music, and books. The author of EW's quarterly romance review column, "Hot Stuff," Maureen holds Master's degrees from both the University of Southern California and the University of Oxford. Her debut novel, *It Happened One Fight*, is now available. Follow her for all things related to classic Hollywood, musicals, the romance genre, and Bruce Springsteen.

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- In *Downton Abbey: The Grand Finale, *Lady Mary is faced with potential embarrassment in society thanks to her divorce from Henry Talbot.

- Star Michelle Dockery and creator Julian Fellowes note that it's a full-circle moment for Mary and her earlier days as a more rebellious spirit.

- They also weigh in on a scandalous choice she makes and why it was a key part of saying goodbye.

**Warning: This article contains spoilers about *Downton Abbey: The Grand Finale. ***

Those letters haunt Lady Mary (Michelle Dockery) throughout* Downton Abbey: The Grand Finale*, in theaters now, as she seeks (and secures) a divorce from Henry Talbot (Matthew Goode), whom she's grown apart from over the course of three *Downton *films. But it's only 1930, and a high society divorce in Britain is still cause for scandal and judgment.

For creator Julian Fellowes, it was the perfect way to signal the characters of *Downton Abbey's *full transition into the modern world. "I have felt for a long time that the acceptance of divorce was one of the main markers of the change from the old world to the new," he tells *. *"The idea that you didn't have to live with the consequence of your mistakes for the rest of your life, which, of course, the Victorians didn't believe. That was a really seismic change in the way society conducted itself."

Michelle Dockery and Joanne Froggatt in 'Downton Abbey: The Grand Finale'.

Rory Mulvey/FOCUS FEATURES LLC

Dockery, who has played Lady Mary since the series began in 2010, thinks it was an inevitable outcome. "There were definitely rumblings of their relationship being a bit on the rocks in the second movie, so I wasn't surprised by the storyline," she says.

She also confirms that actor Matthew Goode's unavailability across *Downton Abbey: A New Era *and *Downton Abbey: The Grand Finale *is largely what steered them to this storyline.

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But more important than the divorce itself is the consequences it would have for Lady Mary. "What we all really had to lean into was how high those stakes would've been for someone like her," adds Dockery. "She's ostracized from society. It was quite shocking to read."

In some ways, Dockery sees it as a return to Mary's roots as a more modern woman, a part of her identity that has been sanded down over the years. "Mary started out against tradition," reflects Dockery. "She was quite reluctant to take the baton and become who she eventually becomes. She was much more of a rebel, an independent, and was really going against what her parents expected of her."

In the process, she became a more traditional woman — unlike her sister. "Edith and Mary have sort of done the opposite," the actress continues. "Edith was very traditional at the beginning, and by the end, she's the really independent one."

Michelle Dockery and Laura Carmichael in 'Downton Abbey: The Grand Finale'.

Rory Mulvey/FOCUS FEATURES

But with the stain of divorce on her, Lady Mary decides to dip even further back into some of her old impulses; after a night of heavy drinking, she ends up sleeping with Gus Sambrook (Alessandro Nivola), which prompts Edith (Laura Carmichael) to joke about Mary's paramour being Turkish (ah, Mr. Pamuk, we loved you so).

Dockery doesn't see the move as out of character, given the Mr. Pamuk situation of her younger years and the fact that she slept with Tony Gillingham (Tom Cullen). "Mary is attracted to handsome men, and she's at this point in her life where things are in a flux and she wants to have a good time. Sambrook encourages that in some ways, telling her, 'Why should you care what people think? You should just have fun.'"

Allen Leech and Michelle Dockery in 'Downton Abbey: The Grand Finale'.

Rory Mulvey/FOCUS FEATURES LLC

For Dockery, it was a welcome return to an aspect of Mary we haven't seen in a while. "The audience likes seeing Mary when she does what is considered a little bit racy," Dockery says, with a laugh. "It was really fun to see that side of the character again."

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Fellowes intended the indiscretion, which ultimately leads to a threat of blackmail from Sambrook, to be a bit of a wake-up call for Mary, to "control her impulses, and to take control of her own life," he notes.

But Dockery thinks Mary probably doesn't take it quite so seriously. "Mary is not a regretful person," she says. "And it all works out fine in the end."**

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