I'd say he's covering all the bases. He has already thrown in with the Targs, it will become known at some point. He knows Dany is the real deal for sure. He also knows that Quentyn is not he most handsome, dashing, or even smart fellow, so the chance of failure to marry him to Danny is high. Why not treat with YG...not to mention it is his nephew (allegedly). He's in bed with the dragons already, best find out if YG is real and what he is about.