Continuity mistake: While Jaime and the High Sparrow are standing beside Myrcella's body in the Sept, in the overhead shot of Myrcella her right hand is placed over her left hand, but in other shots it's the opposite way. (00:18:30)
Continuity mistake: In one shot Sansa is writing a letter to Petyr Baelish, and is pressing a seal onto hot wax on the lower right corner. The next shot Sansa raises the letter, and the wax is gone. (00:39:45)
Other mistake: The faith militant attacks Gregor Clegane. Gregor chokes him. You will see that before the faith militant drops his weapon with his left hand, both of his hands are already holding Gregor's massive arm. (00:13:05)
Battle of the Bastards - S6-E9
Continuity mistake: When Jon Snow is all alone in the field drawing his sword to fight the incoming enemy cavalry, behind him we see an empty field. but seconds later as the enemy cavalry is near him they are met by Jon's own cavalry from behind. (00:37:30 - 00:38:20)
Battle of the Bastards - S6-E9
Revealing mistake: When Jon Snow jumps on the horse his steel sword wobbles back and forth revealing it's made of rubber.
Battle of the Bastards - S6-E9
Character mistake: When Theon and Yara are given an audience with Daenerys, Tyrion remarks to Theon that when they last saw each other at Winterfell, Theon was making jokes about Tyrion being a dwarf. The mockery was actually the other way around: Tyrion mocked Theon for being a glorified and subservient hostage of the Starks, as well as taking potshots at the foolish strategy of the Greyjoy rebellion.
Continuity mistake: When Sam hands the bureaucrat the letter from Jon Snow, in the shots facing the bureaucrat, the wax seal is on the left side of the envelope (when seen from Sam's perspective). In the shots facing Sam, the seal is on the right side of the envelope.
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