Gendry is imo going to end up where Edric Storm will in the books, hence the acknowledgement that he is Robert's bastard and the war hammer. I agree with what you are saying though.
The thing about the Tarlys: we have seen on the show that highborn prisoners are kept for ransom and not harmed. Robb even has a Lannister cousin prisoner and uses him to send his terms to the crown in season 2. There's also the outrage when Karstark killed the Lannister children who were prisoners. Maybe this is the objection? Not to mention it ruins Dany's PR. Mad King burned a lord and his heir and Dany is doing the same thing. I don't think they'll betray her tbh; D&D would never humiliate Dany like that.
I hope Jon isn't reduced to Daario 2. Especially if D&D make him kneel at the Dragonpit.