Why was this scene changed from the one in the novel
I could be completely wrong about this but I thiought that in the novel when Tommy gives Cathy the tape and she's sitting listening to it clutching the pillow it's Madame who sees her and finds it heartbreaking because she thinks that Cathy's clutching it like it's a baby and she knows that the clones are created so they can't reproduce. And Cathy in turn does think that the song is about someone losing their baby hence her rocking the pillow
However in the movie it's Ruth who sees and I presume feels jealous about her and Tommy. I always thought that it should have remained as it was in the book as in the movie Madame's character isn't really explored. She just shows up, seems to be wary of them and nothing more until Tommy and Cathy visit her. It made her feelings towards the clones far more sympathetic especially when she refers to them as "poor creatures" at the end.