Yeah, that's always bugged me too, Falcon...right from the first viewing in the theater. They were basically recreating the whole Thunderball heist sans the details. Major plot hole. I assume perhaps it was Orlov with her, but he'd look pretty unconvincingly silly standing there with a fake red beard.
Plus the only other thing that irks me about the otherwise excellent Goldeneye is the way Boris' death was portrayed. It was easily the corniest, groan-inducing killing off of a villain since Moore shoved that gas pellet in Katanga's mouth, causing him to fart up to the ceiling and explode, during the climax of LALD.