This was where their relationship hit a snag anyway. mai doesn't understand the other part of Zuko, "good Zuko." And plus, Azula would kill her first. And didn't Zuko apologize to her when he made his decision looking at their picture? Yep, they're over.

eh, hello????
she allready helped him escape from the boiling rock AND defied azula!! she's hold captured along with Ty-Lee this moment!

I don't think she'll leave to join him, but I think she'll help Zuko in the end once again.

Mai and Ty-Lee will most likely switch over to the good side. Seeing how they don't like Azula. Plus Mai tried to attack Azula.

I think its possible, considering she already betrayed Azula.