House of the Dragon giving Rhaenyra a more active role isn’t just important for season 2, but the show’s future too. That definitely goes in terms of continuing to develop her character, since she remains the most important one on the show and will be at the very center of its story in season 2 and then across season 3 as well. But it goes more for specific plot elements too, such as when Rhaenyra eventually takes King’s Landing from King Aegon II Targaryen.
That will likely happen in House of the Dragon season 3 but, in the book, Rhaenyra doesn’t do much in the fall of King’s Landing, watching from dragonback. If the show establishes her as more of a “doer,” it could have her take on a greater role there. It should also highlight more of her own smarts and strategy, something season 1 started. Leaving Dragonstone isn’t a pre-requisite for that, but she’s too good a character to be contained to a more passive role in the story. Rhaenyra’s journey can be much better here, and season 2 is already off to a good start.