As you'll recall, Daenerys decides to have the Dothraki be the first wave of offence against the White Walker army in season eight's third episode, "The Long Night." And, in a terrifying sequence, we watch as hundreds of them charge into the darkness across the battlefield, swords blazing, only to be extinguished in a matter of seconds by the tidal wave of sentient, murderous icicles heading their way. Only a very small handful of them are able to escape and come riding back led by Jorah.
And then, because apparently the Dothraki are able to magically rise from the dead without the assistance of the Night King or Qyburn, they're all suddenly back in action in episode five, ready to lay waste to King's Landing at Dany's command. It's a problem that could've easily been fixed by Dany briefly mentioning something like "Oh, thank god I held that giant chunk of the Dothraki army back from fighting the wights that night," or "A bunch of the Dothraki went on a quick snack run during the Night King's arrival, but they're back now." But, uh, she didn't. So here we all are, confused as ever.