Gendry's having quite the night on Game of Thrones. First he was legitimized by Daenerys Targaryen, becoming both a true born Baratheon and Lord of Storm's End, and then Gendry asked Arya to marry him. Sadly though, Arya turned Gendry's proposal down on Game of Thrones and decided to stay true to herself. Perhaps things were moving a bit too fast, even for the hero of Winterfell.
"I'm not a lady," she said to him. "That's not me." She was echoing a conversation she'd had with her father Ned back in Season One, when he told her she'd grow up to marry a lord and live in a castle. It's the lifestyle that she's refusing more than Gendry himself. Becoming the Westeros equivalent of a housewife is not for Arya. Could they maybe work something out, and become a modern family? Absolutely, but they're going to need to talk it out first. She clearly still loves him, but isn't interested in that kind of future.
Plus, as we learned later in the episode, Arya's headed to King's Landing with the Hound. Now that she's reconnected with her family, she's back on mission. She can't get married now, and give up her list. Arya's kill list may only be one person, but it's an important person: Cersei Lannister. Sure, a lot of people want to murder Cersei at the moment, and it would be a damn miracle if Arya managed to kill both of the villains in the final season — but she's definitely a contender. She also doesn't seem confident in her own survival during this endeavor, making the fact that she turned down Gendry's proposal even more depressing.
Honestly, and this isn't just one 'shipper's desperate attempt to spin this development, it's better that Arya and Gendry didn't get happily engaged with two and a half episodes left in the series. Nuptial bliss is a recipe for disaster on Game of Thrones. All of the happy and romantic moments in this week's episode were soiled by the end. Gendry and Arya broke up, so to speak, and Jaime left Brienne as well, breaking her heart. Don't even think about what happened to Greyworm and Missandei as well. So if Arya and Gendry had gotten together so soon, we definitely would have known that something was up.
Maybe Gendry will end up with Arya in the end. Maybe he'll join House Baratheon and House Stark by marrying Lady Sansa, instead. Maybe they'll all end up dead, and none of this will matter by the time Game of Thrones is over. Presumably, Gendry is headed to King's Landing with Jon Snow's troops to fight Cersei Lannister, so nothing is certain.
Still, it was devastating to see the newly minted Lord Gendry Baratheon so excited to share his happiness with this girl he loves. Fingers crossed that he gets some semblance of a happy ending as Game of Thrones moves into the final chapter of the final chapter. Gendry's never wanted much in Westeros, and even if not everything is working out, it's nice to see him get a little.