BreezyLimbo
Banned
The problem is that it's a plot point, it's the whole plot point actually, to show it to Cersei and Kings Landing. Even Dany says that you need to see it to "really know", they don't need to be trembling for the whole episode but a 10 sec shot of them in awe/shock at this supernatural stuff would have been enough. Even Jon drops to the ground when he sees a dragon for the first time.
Tormund and the others who havent seen the dragons yet seemed pretty awed when the fire factory began.
And yeah, it's like, these things exist but they dont' exist? Like sure Cersei has the Zombo Mountain, but he was never really dead, just gravely injured, and he follows commands. A mindless wight is different. It would prove that there is in fact a Night King and that they are in fact coming to kill everything indiscriminately.
This ties in to Cersei saying maybe it's better to have an armistice, then deflecting with she's pregnant. They probably haven't built enough scorpions, they just lost a key ally and most of their troops when the dragon burned them all, and they realized that with the Dothraki, Unsullied, and Dragons, Eurons ships aren't going to save her in the mainland. So she's using the opportunity to deflect into an armistice with the pretense of 'sure whatever sure me this wight and waste your time while I scheme' so that she can nurse her wounds. And even then there is the morbid curiosity of seeing it yourself. Of knowing that if this enemy is real, then everything Cersei has worked for is meaningless if after the potential war she has the Night King coming down to doom her and her city. Better to backstab a temporary ally when they're near victory then to beat somebody by the skin of your teeth and then have to deal with a potentially bigger threat.
It makes sense to me that they went on this suicide mission. For Jon, stopping the Night King is key. And even though the Lannisters killed most of his family, the bigger threat is the Night King, and if it means allying with the Lannisters, then he will do it. For them to cross the wall and to capture a wight, it's like sure, that makes sense. The bloody lords of the south want their proof, he'll go get it, because if he doesn't then they'll continue their squabbling and everyone dies.
Even Dany was like 'I had to see it'. She believed it sure, but that's like how everyone believes that atoms compromise everything. It's not until you really see it that you go 'Oh wow'. There is a skepticism there despite knowing.
As someone else said already, there's no time to stop and appreciate the fact that Dany has actually flown over the wall, it's just a thing that happens now.
tbf the wall never meant anything for dany anyways. The only places that really meant something to her in Westeros are Dragon Stone and Kings Landing. When Dany steps in Kings Landing, then you'll hear the characters be like 'She's finally home'.