I think the scene also calls back to a similar scene between Danaeris and Drogon in Season 5, when she was feeling lost and alone in Meereen. Drogon came and perched on top of the Great Pyramid, right above Dany, but wouldn't let her touch him when she reached out, and then flew off. The next time we saw him (aside from flying over Valyria) was when he swooped in to save her at the end of the season. Since Nymeria has been gone since early in Season 1, there was no reason to bring her back just to tie up loose ends (there was no need, and if you tie up every loose end, it feels too neat to viewers) so I definitely think there's more to come with her. She's been put back on the board as a future resource for Team Stark, and now if she appears, it won't be completely out of nowhere.