Arya, not on her savior white horse, watches as the Dothraki Bloodriders and the Unsullied gather in front of the steps leading up to what remains of the Sept, the same steps where Cersei did her famous walk of shame. Jon Snow watches as Drogon flies overhead, and we get a glimpse of Dany's remaining forces, which are MUCH larger than we ever thought possible.
Daenerys, dressed in all-black leather with garnet cape-sash and looking evil as hell, steps out to look over her remaining army, and the Bloodriders cheer her on. She gives a rallying speech to thank them for their service, and for "giving" her the Seven Kingdoms (let's be real, you took them by force), as a black-and-red Targaryen flag hangs on the side of the stone remains of the city. Tyrion arrives and she accuses him of freeing Jaime, to which he accuses her of killing a whole city (fair), and he's taken prisoner.
Jon speaks with Tyrion, who confesses all his sins and asks about the afterlife ("There's not" is Jon's reply, and...cool?). Tyrion has a good point though: Dany doesn't seem done with war. This isn't the end of her terror, not by a long shot. "Our queen's nature is fire and blood," Tyrion says. Jon tries to defend her: "She saw her friend beheaded, she saw her dragon shot down from the sky!" But Tyrion's right: Jon would never do the same thing.
"I know you love her, I love her too," Tyrion confesses to Jon. "Love is more powerful than reason we all know that, look at my brother," he continues.
"Love is the death of duty," Jon Snow answers, explaining that Maester Aemon told him that a long time ago. Tyrion asks Jon to save him, but he says it's Dany's decision. Tyrion retorts that Sansa would've never told him about Jon's true parentage if she had thought Dany should sit on the Iron Throne. If Sansa won't accept the dragon queen, then Jon has a seriously tough decision to make.