Would have been cool if Rolo met Nunnally

In that case, Rolo would probably have tried to kill Nunnally, since he wanted to be the only brother Lelouch needed. It would be very interesting, but since Rolo was one of my favourite characters, I like that he died in such a heroic way, with the music playing out of the present he got from Lelouch (note that Lelouch left the present there after burying Rolo). So even an encounter between Rolo and Nunnally would objectively be more intense, I'm glad they didn't. For Rolo's sake. I like that he died the way he did, and not that he was killed by Lelouch. That way he remained a good character at the end.