Yep, I recall reading/hearing from multiple references that something like 2 directors, a costume designer who was working with Tate Taylor on another project, and Emily Blunt (they have the same stylist) herself all recommended Haley for Megan.
I had read the book first and was completely underwhelmed by the twist reveal. Now having seen the film, I've concluded (I'm sure this is obvious) that the book itself -- with the way it's structured -- was just very challenging to adapt in a cinematic way. The filmed lacked the "thriller" aspect because it spent so much time in exposition, and yet I still feel like I wanted more character insight, especially since they really left out so much of Megan's and Anna's backstories (understandably, but still). A poorly adapted script made for choppy editing. Still, it's not the worst movie I've seen. The performances here really salvaged it, and were worth the price of admission, namely Emily Blunt and Haley Bennett. Emily alway's been wonderful to me, so I'm not surprised she turned in such an excellent showing (much more than the material deserved). And I've been rooting for Haley Bennett for a good decade now, as I've always seen the potential there. She was enigmatic and alluring here. It's a tough role quite thankless role. Rebecca Ferguson got the short end of the stick here, her talents completely wasted on what should've been a much more complicated role.