There was a drunk guy sitting across from us at a bar a few nights ago who works in TV production who somehow nailed the issue with Dany's turn.
He said they DID set it up but the show's producers found out that setting it up wasn't enough. We still didn't buy into it.
For better or worse, we liked her too much and the clues and hints and setup may have, on an intellectual level, added up to 'enough' but we still needed more to get behind it. I really think I agree that it's a case of learning a lesson about the quirks of how TV audiences work and feel after the fact.