A faceless man does what (s)he's paid to.
OK, saying she'll kill Dany is mostly a joke, but, don't you think she's being trained as an assassin so she can kill someone important to the plot? I mean there must be a target to justify this much of the plot, right? If not Dany, who?
It's kind of like, why is Bran being a Warg so important? I'm guessing it has something to do with him Warging onto one of the dragons. No? Then into what?
And freaking Theon? What is his...