Isso foi explicado no site oficial da HBO Site do MakingOfGameOfThrones :
Back in Season 1, Ned Stark comes across his younger daughter balancing on the stairs in a Red Keep hallway. Sitting together, he offers Arya a glimpse of what her happy future could be: marriage and children. Knowing herself even then, the young girl looks at her father and simply says, “No, That’s not me.”
Now in Season 7, Arya asks her direwolf to come home with her, but is rejected by the creature. Disappointed at first, she realizes that, just like her, Nymeria is not meant to be tamed.
Isso é o que os corredores do Show disseram sobre a cena:
David Benioff: This scene hearkens back to Season 1.
[...]
D.B. Weiss: "That's not you" is a direct reference to what Arya herself said to her father when her father painted this picture for her of the life she could have as the lady of a castle, and marrying some lord, and wearing a nice frilly dress.
Arya is not domesticated and it makes total sense that her wolf wouldn't be either. And once the wolf walks away, at first she's heartbroken to have come this close, then she realises that the wolf is doing exactly what she would do if she were that wolf.
Game of Thrones: Season 7 Episode 2: Inside the Episode (HBO)
Créditos: Isso foi respondido no MoviesSE por Ghoti e Chips Você pode ver toda a resposta aqui .