Even a sizable army would help us even the playing field. The Dothraki would be easier to take this way. And even if we somehow ally with Dany, we can still hide her away in the underground base.
Robert Baratheon went to war for Lyanna Stark, his great love. Do you guys not think that he'll come to rescue us with a huge-ass army after he hears that two of Ned's kids are in Pentos, fighting against Dothraki barbarians and Targs? He'll surely do it for that, and to get away from Cersei and her brood.
Getting a skill boost is nice, but we're gonna get there eventually anyway, because we're Harlon and we love leveling. Loot like the first shiny we're probably gonna find in time. Robert-"I'll smash your face in with a hammer"-Baratheon with hundreds or thousands of back-up soldiers? Priceless right now.
I think I would prefer avoiding a war right now, with Harlon known as the one responsible for starting it.
I would also prefer it if we did not unite the entirety of Essos against us.
I also doubt that the bonus would result in a fullscale war anyway. At best, Hightowers might send a shardbearer, realistically speaking.