Margaery Tyrell realizes Cersei’s failure to appear for her trial means everyone inside the Great Sept of Baelor is in danger. Cersei knows the Faith can punish her for staying away. Her willingness to do it tells Margaery she’s already planned how to escape that punishment.
In Game of Thrones Season 6, Episode 10, “The Winds of Winter,” the High Sparrow expects Cersei to submit to the Faith’s judgment. Margaery recognizes that his authority depends on Cersei accepting the consequences he can impose.
“Cersei understands the consequences of her absence and she is absent anyway. Which means she does not intend to suffer those consequences,” Margaery says.
She understands the threat before she knows its mechanism. She tries to get everyone out, but the High Sparrow dismisses her warning, and the Faith Militant prevents an evacuation.
The wildfire beneath the sept explodes, killing Margaery, her brother Loras, and the High Sparrow along with those gathered inside. Cersei escapes her trial by destroying the people and the institution preparing to judge her.
