Except for that one line in GFII, I don't recall Kay harping on Michael's achieving legitimacy.

In GFIII, the years have started to heal old wounds. But Michael refuses to may the necessary break with his past to compete the healing. If you remember in GFI it is Neri who shuts the door on Kay. In GFII it's Michael who shuts the door on Kay. In GFIII it is Kay that walks out of camera range as Calo tells Mike "Command me." To her it was all a false start.