Being the Mother of dragons is cool and all, but sometimes instead of summoning a dragon, you just need to shoot somebody full of holes. Besides, bringing both guns AND dragons to a sword fight insures that you will win.
Do you want to smell like one of the houses from Game of Thrones? Maybe the Lannisters? How about the Starks? Let’s face it, you wouldn’t want to smell like most characters from Westeros. Except for Denerys.