The High Sparrow stuff is a longer arc, give it time, you have to build it up first, you can't have things happen just to happen. The dialogue is not important, it's the clues that suggest the manipulating that the High Sparrow is doing.
What's compelling about Dany's scene? She's captured, and has no way to defend herself, none and she's the mother of dragons. She's alone for the first time in the show, we may get character development next episode since she's finally at her location for the season. It may be predictable, but it is not always about 'what's going to happen next', but about 'how it happened'
The small council was about the re-introduction of characters for this season in King's Landing.