Although I'm not sure why we should have known about Nicky's feelings for Bourne before - they're implied in the second film, anyway, when she expresses dismay that the CIA plans to kill Bourne. Why were her feelings important to the story in BOURNEs 1 and 2? Answer: they weren't. People often carry torches for other people or care about them a lot more than they ever let on, and it's sometimes only when push really comes to shove that they let slip this intelligence.
That's all believable, but in the real world we can just tell that they hadn't planned that and simply made it up for the third one.
Well, possibly (but, hey, for all we know, Doug Liman or Frank Marshall or whoever may have earmarked it as an idea for a future sequel right from pre-production on IDENTITY), but even if that's the case it's something we can easily forgive, no? I mean, we may as well say that in the real world we can just tell that they ended all the Bournes the way they did in order to leave the door open for a sequel, or that in the real world we can just tell that the only real reason why BOURNE 4 is being made (and I, for one, can't wait) is because BOURNE 3 made a tremendous amount of money.
It did feel a little jarring
Yes, it did. I do see where you're coming from (in fact, I think you and I are pretty much eye-to-eye on ULTIMATUM - we seem to see the same flaws in it while finding it terrific entertainment on the whole), but I think its, erm, jarringness depends very much on the degree to which one feels the film makes a big deal of The Matter of Nicky's Feelings For Bourne.
Now, personally, I think it's an understated, indeed subtle, element of the film - you could easily miss it if you're not paying full attention during the Spanish truckstop scene, and the film doesn't ram it home. It's left entirely to the viewer's interpretation as to whether there was even a past relationship at all, or whether the whole thing was just longing on Nicky's part (and maybe she feels the need to indicate this to Bourne as a way not only of jogging his memory but also of helping him gently back to humankind - I mean, she's portrayed in the films as a nice, caring person*, so that's not an impossible scenario).
But the main thing - nay, the
impressive thing - is that Bourne doesn't suddenly react with a look of wide-eyed and delighted astonishment when Nicky says "It was always difficult for me.... with you", and then there's a flashback montage of the two of them walking hand-in-hand through Paris, taking rides at EuroDisney and romping on beds, and now we're back to the present and before you can say Jack Robinson the two of them are fully paid-up lovers once again as they make their way to Tangier. ULTIMATUM is far too classy and clever a film for that.
*That is, a nice, caring person who also used to run an assassination squad! But, hey, the Bournes are, as I say, primarily popcorn action blockbusters. We do need to suspend disbelief quite a bit.... but it's a pleasure to do so when we're talking about films as well-made and entertaining as these ones.