Revealing mistake: At the beginning of the episode, Robb and Blackfish Tully are pushing Hoster Tully's funeral boat down the river. When they climb back onto the dock, there is already a trail of water going from the steps and ending where Robb ends up standing. None of the other characters standing on this portion of the dock have wet clothes, meaning none of them went into the river, indicating that the trail of water was from previous takes.





Answer: Daenerys and her allies don't just want to kill Cersei, they want to claim King's Landing and free her people from Cersei's grip. The problem is the people of Essos viewed Daenerys as a liberator but the people of Westeros view her as an outsider and usurper. They would never follow Daenerys if she had Cersei assassinated. That is Daenerys' dilemma, she certainly has the ability to wipe Cersei out and obliterate her armies but doing so would make her a tyrant. Which as it turns out is exactly what happens.
BaconIsMyBFF
But no-one has to know that Cersei was assassinated. Arya has the ability to impersonate anyone she kills, so she could pretend to be Cersei afterwards and profess to the citizens of King's Landing that she has yielded the throne to Danaerys and that she is going into exile.
Phaneron ★
That plan would be incredibly suspicious. Knowing what they know of Cersei it is highly unlikely the people of King's Landing would believe that she would accept defeat so easily and then voluntarily exile herself, never to be heard from again. In order for that to work, all of Cersei's advisers and closest allies would have to be similarly eliminated, or they would have to be on board with the exile plan. If they are all killed it sort of makes it obvious that something is amiss. There's no way they would be fooled by Cersei suddenly doing a 180 and completely changing her personality by accepting defeat without a fight. If any part of this plan goes wrong then Daenerys would look worse than just an assassin, she would also be deceitful to the people she hopes will willingly accept her rule.
BaconIsMyBFF