There were always concerns heading into the Marvel Cinematic Universe’s Black Widow that it would end up painted into a corner by design, with the prequel taking place in between the events of Captain America: Civil War and Avengers: Infinity War, leaving very little wiggle room for director Cate Shortland to deviate from the Infinity Saga’s established beats.
The majority of those doubts were assuaged, though, with the movie instead filling in the huge gaps in Natasha Romanoff’s backstory, introducing her surrogate family into the mythology without telling a straightforward origin story. The final scene also retconned the end of Civil War by hinting that Natasha aided Steve in breaking the imprisoned Avengers out of the Raft, but some fans were pointing out a potential plot hole immediately prior to that.
William Hurt’s General Ross had been seeking to bring Natasha in since the very beginning of the narrative, and he turns up with his forces once the Red Room has been brought crashing down. Scarlett Johansson gets the standard MCU hero shot, but we never find out how or why she managed to get away before she reunites with O-T Fagbenle’s Rick Mason literally seconds later. In a new interview, Shortland confirmed that it was a deliberate move, one that’s left entirely up to the audience for interpretation.
“That was intentional, because we wanted to leave the question of how she would get away, rather than allow the audience to get exhausted by another fight. We wanted to leave you guys on a high with the question of how did she use her ingenuity? Because she did. And it was probably, I would say, she bargained her way out of that situation. But I don’t know.”
An additional action sequence or elaborate escape right after the third act climax would have definitely been overkill, and we’ve seen enough from the protagonist over the last decade to know she’s more than capable of evading capture, so it was the right call to end Black Widow on a more ambiguous note before adding the requisite connective tissue to Infinity War.