When 5 is tripping, he momentarily sees Dolores as human, who speaks to him in Italian, which he responds to also in Italian. I think most of us interpreted that as us seeing Dolores the way that 5 sees her. But what if there's more to it than that? I believe Dolores was an actual person, a woman 5 fell in love with on one of his assassination missions (Enrico Tellini? I'm not combing Wikipedia for every assassinated Italian out there) 5 subsequently wished to drop out of the game, living happily ever after with Dolores, but the future version of him that founded the commission knows that present-5 needs to continue working with them until he can go back in time and set the events in motion that we see in the show. So future-5 has Dolores killed, leading to present-5's disillusionment and plan to escape. The mannequin was simply a stand-in for the woman he loved and lost, his attachment to it fostered over the like 40 years he spent in the post apocalypse alone compounded with the raging hormones of his new teenage body when he got back to the past.

Food for thought