You'd also think they'd expect a trap. You'd also think they'd use the dragons to keep lookout rather than just as transport. ...Then again, you'd also think Cersei would take the opportunity to just kill Tyrion, Dany and the dragon when they walk right up to the city gates, so maybe there's something in the water all over the seven kingdoms.

Yep. I was discussing this with two co-workers today. We all agreed that it made no sense that a) Missandra didn't just leap off the side, as opposed to waiting for someone to execute her, b) that the plot makes no sense -- and why would they show up with a small army at the gates, and no dragon, and ask for surrender? c) WTH was Tyrion thinking? Does he have blinders on where Cersei is concerned? And will Dany let him live for the bad advice?

I think the writers knew what they were doing with the White Walkers and had that well plotted and put everything they had into Episode 3, and now, are sort of...well stumbling about in the dark?