Nah, I think it's that one of the "reality" challenges they (HBO) have representing the NK and his army now is the dragon. I mean, is the NK (or the dragon) just up there flying around all the time? Does the dragon walk some of the time while NK is on a horse? When you think about how slow that army travels it's difficult to represent. I think we'll see in the next episode that he's there, and will fly in over the army in an effort to reach Bran.
Of course, I could be completely wrong.