It makes sense. Knowing how the Mad King and the Targaryans are in general with their sisters I wouldn't be surprised. I wonder how it would be revealed? Varys? Or maybe Grand Master Pycel would know the secret?

And if so, that would mean Tyrion was helping his own sister this whole past few seasons without even knowing it. That Tywin and Danny were brother and sister. Hopefully GRRM has some more plot twists!