The setup with the Spice Merchant was great. I personally didn't get why anyone would put up with her shit at this point and I'm glad HBO gave that plot a bit more balls.
If they do end up as being a prize at the end of the House of the Undying I doubt she'll learn anything.
I like Daeny but she needs to learn from her delusions. She doesn't seem to get that until she is shitting herself in aDoD in the book series. I think it could be a good thing for her character development in the show that might make her more enjoyable then she has been in the books. Makes sense in the show context as well considering how much more pathetic her khalasar is here.