The film also could explain part of why Timothy Dalton's tenure is a little darker; In the prologue, Bond is chipper with a 'buy me a pint' quippy attitude with Alec. Alec gets shot, Bond escapes, and immediately another few MI6 agents are murdered in the prologue of The Living Daylights. This explains Bond's darker attitude across the two Dalton movies, having lost close friends. In Goldeneye, M also warns Bond against going off a vendetta when they believe Ouromov to be behind the Severnaya attack, and Bond is also 'under evaluation' in the driving sequence, because of his rogue actions in Licence to Kill.
Also in The Living Daylights, Moneypenny described a female, Russian assassin who kills her targets using her thighs, telling James that she'd be "his type". At the time, Bond just shrugged it off and continued flirting, but he did eventually meet this assassin working for 006.