The Character Development American Horror Story Fans Wanted For Mallory
"American Horror Story: Apocalypse" was a culmination of the entire "AHS" timeline up to that point. The series tied "Murder House" and "Coven" together most explicitly, as the girls from Miss Robichaux's Academy for Exceptional Young Ladies did battle against the Antichrist conceived between a human and ghost in "Murder House." The forces of good and evil were personified by Billie Lourd's Mallory and Cody Fern's Michael, respectively. Things got timey-wimey, not to mention weird even for "AHS." But when your first ep is the end of the world, you kind of only have weirdness going forward.
The way "Apocalypse" wrapped up left some fans disappointed. The time travel undid some characters' development, characters from "Murder House" got redemption arcs that didn't sit right with every viewer, and Satanists didn't love the portrayal of Anton LaVey. And people wanted more for Mallory, whose power seemed to differ from the rest of the Salem Coven witches. It would have been nice to see Mallory have a slightly different ultimate fate than just another Supreme.
Fans wanted Mallory to be heaven-sent
It is implied in the (admittedly scant) "AHS" overarching mythology that all Salem Coven witches somehow get their power from Scáthach, Lady Gaga's character from "Roanoke." Scáthach gets her power from the Old Gods, whoever they are. Ryan Murphy confirmed to HuffPost that Scáthach is the first Supreme, which implies that the Coven's power is kind of evil. Mallory's power, on the other hand, seems wholly good. Perhaps that's why Reddit users overwhelmingly voted in a poll that they'd hoped she would turn out to be at least part angel.
Michael's demonic backstory is that he's the product of ghost-human relations. The ghostly presence allowed the Devil to come through, making Michael what Dungeons & Dragons players would recognize as a Cambion: half-human, half-demon. Reddit users wanted Mallory to be Michael's inverse: half-human, half-angel. Christian folklore (and "Supernatural") call such beings Nephilim.
If Mallory was part angel, it would open the "AHS" mythology in a way we haven't seen before. "American Horror Story" has always been somewhat grimdark in its mythos. It sometimes seems like there's a hell in "AHS" but no heaven. Mallory being descended from the forces of heaven would bring balance to a somewhat lopsided worldview.