I think it’s funny people call Mai emotionless. Just in this one screencap, you can see so many different emotions. You see she’s still hurt that Zuko left her, and she’s sad that he’s leaving her behind again. She’s scared because she knows what Azula will do when it’s over, and she’s scared because she has no idea what’s going to happen to Zuko. But she wants him to know, with this look, that she loves him. It’s as if she’s pleading with him to be safe with her final glance back. Because at this point, Mai doesn’t think she’ll ever see him again. And you can see that too, her concentration on trying to remember his face as if she can take it with her through whatever punishment Azula decides on.