When Arya took off from Winterfell on a journey down to King's Landing for "unfinished business," fans immediately knew what was up. After putting her list on hold to take care of the Night King, Arya was back on her mission to take out the people responsible for the death of her family. She had killed not only Walder Frey but his entire clan as repayment for the Red Wedding, now it was time to take down the woman who had done in her father. But will she succeed? Or will Cersei kill Arya?
It is amazincredible how many times fans forget this is Game of Thrones, the show that has made its bones of the subversion of expectations and unhappy endings all around. Ned was the honorable hero, and he died. Robb Stark was a man who believed in equality, and he was slaughtered. Jon Snow tried to bring wildlings and the Night's Watch under one roof and was killed as a traitor. Just because Arya managed to take down the Night King (once again subverting fans expectations, mind you!) does not mean the show is going to let her kill Cersei too.
In fact, when one considers how the show works, chances are Cersei will kill Arya. Moreover, that theory got a boost now that Jaime is on his way to King's Landing.
Jaime tried very hard this season to put aside the terrible person he was when he was with Cersei. By leaving her at the end of Season 7 to fight for the living, Jaime was turning over a new leaf. In seeing Bran again, he emotionally confronted his most heinous crime and found that his victim, shockingly, didn't hold it against him. He tried to stay the course by choosing Brienne and staying with her at Winterfell.
But in the end, Jaime found he couldn't change who he was deep down. When he heard Cersei was in danger, most likely to be murdered by dragon fire by Daenerys for the death of Rhaegal and Missandei, he left. That means when Arya turns up to take down Cersei, the Mad Queen Lannister won't be alone.
The irony that Arya would be caught because Jaime saw her when Bran was caught because Cersei saw him would only be compounded if Jaime were to then witness to the sight of his sister killing another Stark child, the way he tried to all those years ago.
Fans have long debated who the Valonqar, the "Little Brother" is who Maggy the Frog says will wrap his hands around Cersei's throat and strangle her. Cersei believes it to be Tyrion, but fans have long guessed it's her other little brother, Jaime, born second by a few minutes. Strangling is a crime of passion. However, it's never been clear what would make him snap that hard.
One answer, after the events in Winterfell and Jaime's choice to come back: Seeing Cersei kill Arya. Jaime killing Cersei would, naturally, cause the Mountain to kill Jaime.
Now imagine the Hound walking in on that scene, seeing Arya dead on the floor and the Mountain standing over her body. CleganeBowl may be more emotional than anyone ever guessed.