I'm wondering what actually happened in that Nymeria scene, it obviously felt like it actually was her, and her not going with Arya makes it feel like Arya has changed so much, not just physically, but emotionally that Nymeria didn't even recognize her.
Not only that but Nymeria has also changed as well. Shes no longer just Arya's pet but a leader of her own pack living their own lives.