Cyberpunk 2077 (like the literary genre cyberpunk) is hugely influenced by hard-boiled detective fiction and it's film adaptation in noir. Look no further than Blade Runner (especially the original version with the Harrison Ford voiceover) for this. The CP77 writers even nod to hard-boiled fiction in the job "Raymond Chandler Evening".
Evelyn is functionally the femme fatale that plunges the protagonist into a world of double-crosses and intractable dilemmas. Femme fatales don't need to be fully dimensional in hard-boiled fiction, only seductive, the honey pot that ultimately brings the detective woe.
Her character worked for me in this role. She's smart, uses her charms, and offers the protagonist a short-cut to everything (s)he wants in life. It might not work for other players, or if roleplaying a straight female, male homosexual or asexual. But it worked for me.
The player's response to Evelyn's plight after The Heist is intended to be motivated by the clues Evelyn might possess, or perhaps common human empathy for someone who herself was dealt a pretty bad hand by life. The protagonist keeps Evelyn's cigarette case for the same reason they keep the bullet charm: not out of sentimentality, but as a memento of past mistakes.