I buy that for the Dothraki. The Unsullied, whose devotion to each other run deep? Grey Worm wouldn't hand his brothers a death sentence. And the Unsullied are running the show. There's probably a great chapter to be had out of Grey Worm's conflicted emotions, the splintering of his army, the remaining armies of Westeros encircling him as his provisions run out and Tyrion bending his ear. Grey Worm is neither rash nor foolish. Much as he might hate it, he needs Jon alive to do right by his soldiers.