Uh, guys. Hey guys. This isn't rocket science. One woman had a moment with another and decided to spare them out of sympathy. To paraphrase what one of the characters says in the very show you're watching, "refraining from murder is not weakness". Nor is it stupidity. Unlike us the audience, Rhaenys does not act with full foreknowledge of how it will all come to an end. Some decisions that make sense to her will of course make us cringe, as is usual for tragedy and dramatic irony.