Brienne thought to seek out Margery before, but she felt uncomfortable in King's Landing due to her relationship not only with Renly but also with Lady Stark. And she knows that Joffery considered The Starks to be traitors, and while she brought back his uncle safely, she was careful to avoid doing anything that would bring dishonor to the dead and to the living.

And she is going to continue for now to allow her feelings to remain bottled up inside of her. "That I have, Your Grace. And it is good to know that you are happy here in King's Landing, and that you have been treated well." At least she hopes Margery has been treated well by The Lannisters.

She closes her eyes for a moment as a warm late summer's breeze blows from off The Blackwater. "At least I do hope you have been treated well," she calmly says, as she reopens her eyes.