Daemon stepped in the Black cells where he spotted his young niece, curled up on the cold damp floor. She'd been banished here after they'd taken Kings’Landing. Rhaenyra had believed they'd come back for her to use her as a bargaining chip, but they hadn't. Daemon felt bad for her, she was just a child. He sighed and approached her. "Niece." He said gently as he crouched down by the entrance.

Aegon had completely abandoned her, Alicent, Helaena to Kings’Landing. It was quite clear to him that their side didn't protect their family as much as Daemon would've. He would've burned Kings’Landing before leaving one of his family members to the mercy of the other team.