Well first of all I don't think they should be writing the show differently so as to allow morons / people who aren't paying attention to keep up more easily. Cat was mentioned multiple times in this very episode, including the immediately previous scene. Anyone who responds to "Only Cat" with "Who's Cat" in those circumstances isn't worth the effort.
And yeah no one really cared the way they did it. Part of the "big reveal" is that Littlefinger was behind the death of Jon Arryn and drove the entire plot of the series in Westeros, and they sort of split that off. Agree, no Marillion; my guess is that they just say she slipped or something.
As long as the duel is well done that's all that matters.
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