R+L=J v. 56

[Jon Icefyre]

I think it's because he's protecting her from both the rebels and the Targaryens. Aerys is already holding Elia hostage and has murdered Lyanna's family members. I don't doubt for a minute that he'd do the same to Lyanna if given the chance.

:agree: Aerys would've without a doubt done the same to Lyanna when you consider her brother was one of the figurehead leaders of the rebellion and Aerys was already holding Elia and Jamie as hostages. But I think the reason he took her there to begin with was simply because it seemed to be pretty unknown to Westeros at the time so it would be a good place for he and Lyanna to have some peace and privacy. Obviously once the early events of the rebellion took place, along with finding out Lyanna was pregnant, the TOJ then became the perfect place to keep Lyanna.

[Lissa Nymeros Martell]

:agree: Aerys would've without a doubt done the same to Lyanna when you consider her brother was one of the figure head leaders of the rebellion and Aerys was already holding Elia and Jamie as hostages.

I agree. Which would be a great reason not to take her to King's Landing. But why not Dragonstone?

ETA:

True, Aerys knowing where Lyanna was at all would have prompted him to try to have her brought to him at any point during the rebellion. Which explains why he wouldn't take her to dragonstone.