The Idiot Ball mentioned on the Recap page for this episode of them never discussing having Arya assassinate Cersei and Euron makes perfect sense when you remember that Sansa and Daenerys dislike and distrust each other!
Firstly, there's no evidence that Daenerys even knows of Arya's abilities as a Faceless Man assassin! Yes, she knows that Arya killed the Night King, but that points to her being at best a warrior and at most lucky. Plus, given Sansa's well-established dislike and distrust of Daenerys, Sansa has every reason to keep it hidden from Daenerys that Arya is actually a deadly assassin — far more logical, in the mind of Sansa by this point, to keep that information hidden and use it to her own advantage.
Secondly, even if Daenerys knew, she still has a reason not to accept that option: she doesn't trust Sansa. There would be nothing stopping Arya from killing Cersei and Euron only to then seize the Iron Throne in Sansa's name — which could, at its worst, set Daenerys up for a deadly ambush as Northerner forces she had trusted suddenly attack her. Daenerys is very well aware of the fact that the Northerners in general don't like her, and that Sansa in particular seems to have it in for, given the way Sansa has been challenging her authority ever since they met. Giving a rival a chance to seize the Iron Throne is a stupid move for someone with Daenerys' perspective, especially since this episode shows she's already starting to feel very paranoid about her "allies".
