Davos is an incredibly humble and aware man. He is interested in one thing and one thing only; being wherever he needs to be in order to ensure humanity has a fighting chance against the Night King. He hasn't even seen the Army of the Dead but this is his life now. He is the last person in the world to bring up Matthos to Tyrion; I'm sure he thought about it, but he's frankly too good a person to have even been tempted. I'm sure he mourns his son, I'm sure he mourns the follies of war that murdered his son. But however much of him remains that would blame Tyrion, it's not enough to jeopardize being the better man.
With Melisandre, it was different. She killed Shireen in cold, deliberate blood, forcing her to suffer a fire in the process. Matthos died because Stannis and the Lannisters went to war.
Anyway, terrific episode. They spent so much time on Jon and Daenerys, as well they needed to do so. And it was all great, as well it needed to be. I'm glad to see my prediction that Grey Worm survives the episode proved accurate as well. The writers have experimented with playing against death expectancy in recent years, now that life expectancy is memetically mocked. We're four seasons past the shock of the Red Wedding. Its broad and mainstream impact continues to be tremendous. The greater audience sees death flags galore now, so surprise them and keep people breathing. Many of us look for nuances and correctly predict tons of material, but the more casually-invested mind is going to be surprised by that stuff.