I guess, but the whole idea of her going is risky in the first place. In her mind at that point, Cersei is the bigger priority

To be fair, in the previous episode, Jon did state to Tormund and crew that he needed to prove to both Cersei AND Dany that the white walkers exist, which has been a consistent and realistic (for this show I guess) problem — no one believes they exist, all the people that need to believe them are clearly skeptical.…