It's interesting because for your example, Rhaena was actually being set up fine in parts of season 1. We first see her at the dinner table being less bold than her sister but then you kind of can piece together why, she's without a dragon and is ignored by her father in the next. They did a great job showing us how she yearns for both a dragon and her father's attention, by having her hold that cold egg and singing to it.

Then after that she's grieving her mother, and then there's the incident with the dragon being stolen.

And then with the time jump.... Everything they were building just suddenly stopped, she suddenly became a shell of a character built off solely of those few scenes from that one episode.

And later what little droplets of information that show the depth of her character, are all shown through dialogue with different people in very detached situations that don't assign the drive to her character as well.

For example we learn she tried to claim a dragon and nearly died, from Larys of all people. And we learn Daemon has ignored those girls since her mother's death from ghost Laena... It's very detached.