Everybody on the Daenarys side was worried it was a trap, given what they know of Cersei. They were quite vulnerable in the middle of the arena and they knew it, without a single significant pro cersei dignitary present to take hostage or use as shield or bargaining token ("Bronn of the F.u.c.k.i.n.g Blackwater" was the only one, and promptly left) . Actually it kind of reminded me of the Purple Wedding when Bolton walks off the dining hall just before the slaughter begins. Brienne may have chivalrously nodded to Podrick to go in order to spare him (still a mere squire right ?) were things to turn sour.

EDIT : what the fleck with the AUTO scrambling of f- words ? Imo that's a rather paternalistic way to make the public Internet a more respectful place, but well... it's not as if people were not raped, tortured and butchered in this series.