I think Rhaenys knows deep down that she could've been Queen with a different temperment & better luck. She had a Dragon and at least two kingdoms behind her with The Stormlands and The North backing her alongside the wealthy Valeryons would have made her rule of the kingdoms possible. The Westerosi may not in general like women rulers, but they dislike incest, polygamy, and vassalisation far more. That did not stop Aegon. If you can conquer seven kingdoms with three dragons and the levies of a handful of islands, then you can keep them subjugated with even just one and a couple of kingdoms worth of forces.
The real power of a dragon cannot be easily beaten with assassination either, the second you declare yourself in rebellion all it takes is one flight for millenia of your family's legacy to go up in flames. There are no Hoare's, no Gardeners, and the greatest castle constructed since the Age of Gods is a ruin. Who wants to risk that being them? Even if your faction wins your holdings are ruins, you are dead, and your line is ash.
I think our response accepting war as an option shocked Rhaenys with how quickly she closed the conversation after. Trying to build a better relationship with her to ensure she is on our side come what may is best. In the end dragons are the difference, and we need as many as possible on our side.