Emily Blunt's character in 'Sicario,' FBI agent Kate Macer, didn't return for the sequel. Director Stefano Sollima said she was the moral compass for the first film. He said, ?In ?Soldado,? we don?t have that. This is closer to my vision of storytelling." Writer Taylor Sheridan said something similar about writing the sequel, reports TheWrap. He said that he couldn?t think of a reason to keep Macer in the sequel. He said, "Her arc was complete."