The Hints That Reveal Margaery's True Intentions on Game of Thrones

Let us not forget that Margaery very recently has a pretty telling conversation with Loras, whom the Sparrows have also imprisoned. This conversation in particular proves Margaery is thinking about the grander scheme, the greater plan. "They want me to help you," she says. "They want me to help tear you down. That's why he's letting me see you; I know it is. And if either of us give in to what they want, then they win."

It's clear: Margaery knows the High Sparrow's game, and she doesn't want to let him win. She seems to understand, in this moment, that her brother is incapable of conspiring. It's in Loras's cell that Margaery presumably decides to play a game of her own.