Adele Blanc-Sec is a pain in the a$$ character

Good job, mate! You nailed the character perfectly.

That's actually who she is in the comics : a witty woman with a temper and a mouth, who smokes, swears, and doesn't really care for people.

The "gay" part of your post doesn't make any sense though. Because she is 1/ "a woman", 2/ "in a movie", she MUST love back the shy guy who loves her, or else that means she is gay ? That's a bit far-stretched, don't you think ? She doesn't care about the poor guy but indeed he can help her and she's an opportunist. And, yeah, she is kind of a jerk. That's part of her charm : a cynical woman who defies all beliefs in the early 20th century, when men were still considered superior to women. In Adele's world though, men are way dumber than her, so that somehow explains her attitude.

You seem to be stuck in a specific conception of what a movie is, what a character should be, how a story should be told. Not every heroes are knights in shiny armors. They do not have to get the girl / guy at the end. They do not have to gather everyone in a heart-warming conclusion to say thank you.

The only thing that bothered me in the movie was that I think Louise Bourgoin is far too pretty for the role. To be fair, I always saw Adele as an average-looking bitter girl, always frowning, never smiling.

I hated most aspects of this movie. The one reason I watched the whole thing is because Adele is so fantastic.
And though I liked Andrej, I don't see why she should love him back. If you write enough letters to somebody, are you entitled to their love? Nonsense.
I don't see how you can say that she never says thanks to anybody (she does, btw.) when you just complained about how she did thank Andrej for helping her.