At first, sleeping with Brienne seems like it solidifies Jaime's break with Cersei and her tyrannical ways. But, alas, it's too good to be true. By the end of the episode, he's headed back to King's Landing, having broken Brienne's heart and returning to his one true love: his sister, Cersei. "She's hateful," Jaime tells Brienne. "And so am I."
As soon as Jaime hears that Daenerys, furious that Euron Greyjoy has murdered Rhaegal, is heading to King's Landing to attack Cersei, he shifts allegiances once again. Brienne wakes up in the middle of the night and realizes he's packing his bags. She pleads with him to stay, telling him that he's a good man. "You don't need to die with her," she cries through tears. "Stay here. Stay with me." He replies that he's not a good man, and starts to list all of the terrible crimes he has committed in the name of his sister. "I would have murdered every man, woman, and child in Riverrun for Cersei," he says, then goes.
In the end, he thinks he's powerless to resist the evil that courses through his blood. He loves Cersei that much. Still, he goes back to serve a queen who has branded him a traitor, and told her new boyfriend, Euron, that the baby she's carrying is his. Cersei is fickle, so who's to say she'll give her brother a welcome reception? Or maybe she'll leave Euron in the dust.
But does this mean we've seen the last of Jaime and Brienne two together? It seems like showrunners David Benioff and D.B. Weiss are setting them up for one final confrontation. If that does come to pass, it will likely have a tragic outcome.