This was on the first novel and season of the show, as Arya was training for Syrio Forel. Illyrio lives far away in Pentos, east of Westeros, so far away. Why not use one of their 'little birds'? Or a messenger? Or a raven?
They met in person for the same reason that during a crisis at work it's necessary and more efficient to have a meeting and talk things over face to face than it is to just send some emails back and forth.
More efficient. Faster. More thorough. And, in this case, safer..
The plan==(Here be spoilers!)
They'd been planning for years...possibly decades. The illustrious mummer/cutpurse and the Pentoshi bravo. Together they'd built a empire of wealth based on secrets and other people's information.
And they made a big plan.
The plan wasn't a simple one.
It included: (and there is necessarily some speculation here and I am also assuming something that's not proven, namely that Aegon VI is actually a Blackfyre--the 'plan' is basically the same even if he's not though)
For the show, where Aegon doesn't exist the plan is exactly the same: only it's imperative that the assassination attempt(step 10) fail. Otherwise they kill off the whole raison d'etre of the plan--installing Dany or her son on the Iron Throne.
That was their plan. (I think). (yep, it's a bit convoluted and requires some suspension of disbelief, but nothing else satisfies.).
I'm sure bits were adjusted and changed as various events unfolded, as indeed they would continue to adjust the plan.
The crucial point is step 9. That's where they were at when Arya overheard them.
In fact, that very day, or the next, is when Varys delivered the news of Dany's pregnancy; the assassination order was given; Ned resigned the Handship.
Secrecy and 'You say 'delay'--I say 'make haste!'--Varys to Illyrio
They were in a really secret part of the Red Keep. The fact that Arya Stark was there was a freak occurrence. In fact, it was sheer luck that she even managed to find it at the right place at the right time. Sheer luck that she even survived. But we readers needed to have some opaque hint about what was going on. So she had to be there.
And it's worth noting that, while in the show, they were in a well lit corridor with torches conveniently set and burning to light their way, in the book, they were in the pitch black bowels of the Red Keep; a maze of corridors, locked gates, secret passages....they thought they were safe. They had only the light of a single candle to light their way.
Illyrio came to King's Landing in person to deliver the news. Why? Well, maybe he didn't trust a raven. The ravens are managed by maesters. Who is our main maester in King's Landing? Pycelle, a Lannister partisan for decades.
I wouldn't be surprised if they NEVER used ravens to communicate. I wouldn't be surprised if Illyrio always made the fairly short journey across the Narrow Sea to deliver big news.
But most of the time a messenger would do. But even messengers can be caught, tortured, forced into revealing their secrets.
Daenerys' pregnancy was BIG NEWS. And Varys had some news of his own.
They were not going to risk a messenger and they sure as hell weren't going to risk a raven.
the Crisis
They needed to meet and talk in person because, quite outside of their plans, the Realm was unravelling before their eyes, earlier than they had planned.Tyrion was arrested. Tywin was planning for war. the Wolf and the Lion were going to be at each othr's throat by year's end. Littlefinger was behind it.
Varys knew that, too. For all Littlefinger's talk that he had Varys' balls in his hands, Littlefinger never suspected that his own game might be contained in Varys'.
Yes, they wanted the instability. But they hadn't planned on it happening just yet. But the Dothraki weren't ready. Aegon wasn't ready. The Gold Company was locked into a contract with Lys (or Myr or one of those Free Cities.)
IN Westeros things were moving on their own. They had to act. Because LIttlefinger's plan was way better than what they had come up on.
No, they had to tell Robert now , provoke the assaassination attempt and capitalize on the chaos.
Should they tell Robert now about the unborn baby or wait until he was born? Now! Make haste. If the missive went tomorrow it would be months before the assassination attempt was made and months further before the Dothraki would manage to get to Westeros.
What should the Golden Company be told? What about AEgon, where was he, what was he doing, what was the next step with him--was he ready?
What specific steps should they take NOW to prepare the last stage of their plan?
They needed to work out the exact details together, in person.
For the same reason that at work, when faced with a crisis, it's necessary to have a meeting rather than just communicate by email.
And I will emphasize this once more: there was really no safer place in King's Landing than the dark, deep, blacker-than-black bowels of the Red Keep that no one but Varys knew the secrets of and where the only listeners might be a gaggle of mute children who are working for them.
And anyway, Arya's overhearing the conversation did no damage at all to their plan. She didn't even know who they were.
. It just provided clues for the reader and established the fact that the Red Keep had dark secrets. And it's nice little trip-into-the-subconsciou s symbolism for Arya, I will add.
A2A. Grateful for it.
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