Game of Thrones season 6 ends with Daenerys Targaryen's (Emilia Clarke) long awaited voyage to Westeros. The deposed Targaryen princess had spent the series up to this point hoping to return to her homeland and retake the Iron Throne. By the time she finally feels ready to begin her conquest, she sails from Essos with multiple trusted advisors and allies, including Tyrion Lannister (Peter Dinklage), Missandei (Nathalie Emmanuel), and Grey Worm (Jacob Anderson), a huge army which includes Dothraki and Unsullied forces, alliances with several prominent Westerosi houses such as the Greyjoys, Tyrells, and Martells, and, of course, three dragons.
However, one important confidant of Daenerys is not present for her triumphant departure. This character, an ally to Daenerys since the beginning of the show, misses out on her biggest moment and the show's grand celebration of Daenerys' journey. Narratively, his absence from this moment ultimately serves his story, despite the fact that there's nowhere else he'd rather be than by Daenerys' side as she sets sail.

Where is Jorah Mormont?
Jorah Mormont (Iain Glen) first appears in Game of Thrones' pilot, "Winter is Coming," and quickly bonds with Daenerys over their shared Westerosi history and frustration with her foolish brother, Viserys (Harry Lloyd). After the death of Khal Drogo (Jason Momoa) and the birth of Dany's dragons, Jorah stands by her side during her travels through the Red Waste, trials in Qarth, and liberation of Astapor, Yunkai, and Meereen.
However, Jorah's journey with Daenerys is cut short after Ser Barristan Selmy (Ian McElhinney) discovers that he'd previously spied on her in hopes of receiving a pardon from King Robert Baratheon (Mark Addy), which would allow him to return home to Westeros. Jorah abandoned his double crossing after committing to Daenerys, fully believing her conquest would allow him to safely return, but Daenerys still must banish him to pay for his crimes and deceit.
Despite his banishment, Jorah's faith in and love for Daenerys remains strong. In hopes of returning to her good graces, he kidnaps Tyrion, thinking that she'll forgive his past crimes if he brings her a Lannister. Jorah's journey to Meereen with Tyrion proves treacherous, however, with him contracting the deadly disease Greyscale along the way.
When Jorah finally arrives in Meereen, an attack by the Sons of the Harpy causes Daenerys to escape the city on dragonback, causing Jorah and his romantic rival, Daario Naharis (Michiel Huisman), to search for her. When they finally find Daenerys in Vaes Dothrak, Jorah reveals his infection to her. Tearfully, Daenerys sends Jorah to find a cure for Greyscale, causing him to spend the rest of season 6 searching offscreen, ultimately resulting in his absence from Dany's grand departure.

Why Jorah needed to miss Daenerys' big moment
Thanks to the quick thinking and rebellious spirit of Samwell Tarly (John Bradley), Jorah finds himself cured of Greyscale while staying in the Citadel of Oldtown. This allows him to return to Daenerys healthy and aid her in her conquest of Westeros and war against the undead. Ultimately, Jorah dies defending Dany from wights during the Battle of Winterfell, the climactic clash between the forces of the living and the dead.
Ultimately, this death is a mercy for Jorah, as he dies knowing his beloved Daenerys can live. Daenerys infamously ends the series by "going mad," decimating King's Landing while riding on her dragon, completely razing the city and burning both Lannister soldiers and innocent civilians alike. Shortly into her reign, Daenerys is killed by her lover, Jon Snow (Kit Harington), before she can even sit the Iron Throne. It is a mercy that Jorah is not around to see what becomes of his queen, and given that he died protecting her, it can be argued that his is a happy ending.
That said, Jorah still needs to be narratively punished for spying on Daenerys. He ultimately could not remain banished, and despite his eventual loyalty to her, he deserves some retribution for his initial betrayal. His Greyscale is cured easily, and he ends up dying with honor, wielding Heartsbane, a Valyrian steel sword. While Jorah's arc is one of the strongest elements of season 8, he still deserves a lingering consequence for his storyline in season 1.
Jorah missing Daenerys' voyage to Westeros is that lingering consequence. The ending of Game of Thrones season 6 acts as the culmination of Daenerys' Essos based storyline, with the show lauding her character and all she accomplished in that time. With Jorah out of the picture, he does not end up a part of her victorious portmanteau, missing out on the end of the Essos arc, an arc in which he played a key role. Although neither Jorah's banishment nor Greyscale lasted, the fact that he doesn't get to be in Daenerys' "team photo" makes for an appropriate narrative punishment.
For more from the world of Westeros, make sure to stream House of the Dragon season 3 on HBO Max.
