...but no, really, when would that be?
We aren't getting our spies in into Qohor, because eldritch shit.
No chances of having good enough coverage in the actually-dangerous-enemies-Efreeti capital, af least not the stuff to know the same sort of hints to war secrets we expected from Lannisters.
Slavers Bay is long past the "infiltrate and spy"-point, and Devils would've been Hell (heh) to try and dupe.
We would only have Others, Devils, Illithids, Bloodstone Emperor, and the 15th as the large threats to our rule left on Planetos after we are done here.
And none are spy-able to the degree we went with Lannisters (if any).