The running theme throughout the final season was the distinctive lack of continuity. Things that happened in previous episodes had very little bearing on the following episode/s.
The Red Keep falls on Jaime and Cersei in the previous episode, and in the final we discover it was just a couple of well-placed bricks that hit them. If they'd moved 5 steps to the left they'd have been fine. Arya rides away from the direction of the Red Keep in the previous episode, but then this episode begins there, with her there. Where was she riding to? From a writing viewpoint, what was the point of the horse? The season is full of continuity blunders large and small. The end of the Dothraki, nope here they are. The power of the scorpions, gone. Jaime decides to stay north, nope going south.