Continuity mistake: When Tyrion is explaining where he has been and what he has been doing, he grabs a jug of wine by the neck. When the camera changes he now has it by the body of the jug. (00:07:30)
Continuity mistake: When Ser Barriston throws his armour and sword on the floor after being demoted, the armor and sword are inside the black tiled square on the floor. Camera changes to show Sansa kneeling before the council and now the armor and sword are outside of the black tiled box despite no-one touching it. (00:52:30)
Continuity mistake: When Tyrion is talking to Sandor, his position in relation to the gate changes between camera cuts. In the first shot he is next to the gate. In the second shot he is about 3ft away. (00:06:20)
Continuity mistake: This is when the family is watching Bran practicing archery. The round target on the left has a large hole on the bottom right side, presumably from a previous arrow. This hole moves around throughout the scene, most noticeably in the shot after Arya shoots an arrow right into the middle of the target. (00:10:40)
Continuity mistake: When Ser Jorah tells Dany that her life with Khal Drogo "will get easier," watch the strap of her dress. It moves up and down her right shoulder throughout the scene. (00:03:05)
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