Sorry to interrupt this gif fest but it seems like there will be a sauna scene next episode including Gendry... and Milisandre? Also it's one of hte episodes written by george, i what i heard. So.....
Doesn't he just write one episode per season? Judging by IMDB he wrote episode 7 this season.
Her expression, coupled with her being in a bathroom, make me think that this is another one of Cuch's kidnap victims, forced to wear revealing outfits for him to take pictures of and post on Final Fantasy fansites.