I thought Varys was dismissing the marriage option too easily. It would be a way better solution than any alternative. They need to stand together or Cersei will defeat them and kill them all.

The north would be way more eager to help if their king became the king and Daenerys will have to marry anyway, because she needs to offer a future line.

The mild dislike of incest is manageable compared to a fight between them.

And yeah, Daenerys is going to burn everything down, but that's probably best.

Hope Uncle Urin dies soon.