“I’ve changed my name” … I believe this was fan service from Brian Clemens, who no doubt heard many times over the years from folks who wished Emma had never left Steed. By writing this, it put into canon that Emma was letting Steed know that Peter Peel was no longer in the picture (“not Mrs. Peel anymore”). What happened from there is up to the viewer’s imagination. Personally, I hope they reunited and lived happily ever after, but I’m an old softy.