Honestly, I like the fact that their relationship is preestablished so we don't have to deal with that stupid girlfriend-wife bullshit.
There's nothing wrong if Millie is just an incredibly solid supporting character that remains static. You don't need to be a dynamic character to be interesting and having characters that serve as a anchor for the insanity is good because it's a baseline that everyone can return to, she serves a function much like the whole idea of the "assassin business".
She could be like Slimer in Ghostbusters, Q or M in James Bond movies, Nick Fury in Punisher. I know we all want a show where every fucking character is complex like Venture Bros but let's be honest here, most artists can't pull that off and those that do often sabotage the work by making some characters matter more than they should and just kill them off for drama *cough* Simpsons *cough*.