One of the most anticipated reunions for Season 7 of Game of Thrones was Arya getting back with Nymeria, but when it seemed like they were finally reuniting, Nymeria and her pack turned around and left. So why did Nymeria leave Arya on Game of Thrones? If it was her, she's all grown up now and since it looks like she's leading a pack of her own, that's exactly what she did in calling them off Arya and going on their way.
When Arya urged the dire wolf she thought was Nymeria to come home with her to Winterfell, the wolf spent a few seconds keeping her in suspense before leaving with her pack behind her. Once she was gone, Arya whispered, "That's not you." Now, this could mean a number of things in Game of Thrones world.
Arya could have meant that this dire wolf was Nymeria, but not the same dire wolf she's had with her as a child. In a way, that reflects on herself, the same way since Arya is about to go home to Winterfell as a different person than she was in Season 1. Or it could mean that the dire wolf wasn't Nymeria, but since it was a wolf at all, it sensed that she was a Stark, whose house sigil is a dire wolf, and therefore left her alone. And that is very telling in itself.
If that wasn't the Nymeria and Arya reunion on Game of Thrones that we've all been waiting for, it was at least confirmation that although Arya trained with the Faceless Men, she's still herself and she hasn't betrayed her roots, which some fans may have worried about when she slaughtered all of the Frey men in the Season 7 premiere.
But if that was Nymeria, she probably left Arya because they're both grown up now and no longer need each other. Nymeria will go off to lead her pack of dire wolves and Arya might be headed to Winterfell to eventually become its warden, depending on Sansa's stance on the whole thing and whether Jon does eventually return or not.
One thing is for sure, though:Game of Thrones fans everywhere were shedding tears thanks to Arya and Nymeria's reunion, even if it wasn't necessarily Nymeria. Either way, it was a dire wolf and an important link to Arya's past, well before she was on the road in Westeros for literally years.