"He was a lot of things to me" "The only conclusion was love"
It’s just another unneeded additional storyline that the writers love to randomly add.
Yes this is frustrating. If they didn’t have a commitment from someone–Jaime or Agnes, whichever way they wanted to go–then they needed to not have the Dragon drop this massive “I have a daughter” bombshell. If they never intended it to be Lily then holy unnecessary sub-sub-sub-sub plotline, Batman!