In an interview with Entertainment Weekly Nikolaj (Jaime) talks about his relationship with Lena Headey’s character Cersei.
After failing his mission in Dorne, Jaime promises teaming up with Cersei to have her revenge.
When someone you love is in pain, you want to do anything to comfort them. And he kind of goes to that moment of saying, ‘Listen, it’s you and me against the world. We can do this. We’re going to fight back. We’re going to take revenge.’ Because he’s never seen her this broken before. And now he wants her back. But, of course, he has no idea what’s happened at King’s Landing before, as we find out the whole power dynamic has changed. You have the religious uprising. It’s a tricky situation.
He also said something about their complicated relationship:
She hasn’t been happy with him for a long time. I think, actually, since he came back with no right hand, she kind of lost a bit of interest in him. And I think now she needs him. And I think he is, for now, happy to step up. But she’s not an easy lady to deal with.