I'm sure there's a great movie to be made about Cleo's life, from her perspective and showing us more of the underbelly of Mexican society at the time. My - admittedly half-assed argument - is that Cuarón might have not had that movie in mind, and analyzing the film as "Cuarón screwed up by not making the film I wanted to see" misses that point.
I wish I had seen way more about the ship that comes and picks up the baby and her mother at the end of Children of Men... but the movie wasn't about them.