Only thing I can say to that is that Dany isn't a believer in the army of the dead and is preoccupied with her desire to knock off the Lannisters and take the Iron Throne so that's why they aren't using a dragon.
Jon not stopping by Winterfell? I dunno. You'd think he would but maybe he figured he was just there and the scroll Bran sent must be all the info he needed. He left Sansa in charge so as far as he's concerned his #1 goal is getting proof to unite everyone since the dead are close.
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