I assume after the sack of KL people were eager to tell Ned (or the Lannisters) anything they wanted to know to keep their heads. After presenting a bunch of dead Targlings to Robert to prove their loyalty, it's nbd to be like "Hey, Ned? We found out from one of the Goldcloaks that they're keeping your sister at the Tower of Joy. Good luck, -Tywin Lannister, Lord of Casterly Rock, Warden of the West, Best Friend to Robert Baratheon hint hint"
Illyrio should have just been a greedy character manipulating the targlings, for wealth and land, instead of having a secret blackfyre agenda, that in retrospect makes no sense (unless we make some acrobatic assumptions)
Further, this generation of Targaryens had no (dragonriding) cousins, only a broken/mourning/loner sister - aunt, in the case of the Targlings - at Harrenhal in Rhaena.
There's nothing I'd love more than a full Targaryen restoration with baby Targlings and baby dragons and I don't care what anyone says about dIsNeY eNdInG.
That could lead to some Aenys-Maegor period state of the society if Velaryons don't figure what to do with the opposing Targlings and the whole legitimacy thing.