Lee and Lana were a choice match-up considering the interviewer's history in the AHS universe. The latter first appeared in Season 2's Asylum story as a tenacious newspaper reporter investigating the Briarcliff Manor mental hospital. (The crossover cameo isn't the first time a character from a previous season has returned. Paulson's psychic, Billie Dean Howard, popped up in the Hotel narrative, for example. Same with Gabourey Sidibe's Queenie.) After braving a string of searing horrors, not unlike the double dose of trauma Lee endured, Lana proved herself to be that season's ultimate survivor.
But the two women share more than just a will to live. Both killed estranged loved ones (in Lee's case, her ex-husband; in Lana's, her son), and, near the ends of their respective seasons, also revealed themselves to be adept mental manipulators. They're heroines of the grayest hue, fighters whose primal instincts to attain their goals have turned them into unpredictable forces. Lana's crossover moment, the most anticipated moment of the episode, was unfortunately its most ephemeral, as she wasn't here to hijack the finale. She was here to help us understand the mystery that has been Lee.