With this sequence, an almost throwaway plot point becomes something powerful. Originally, Cersei was the one who ordered the death of a single infant, the last of Roberts illegitimate children in Kings Landing. This serves the purpose of giving Tyrion even more of a reason to stick it to Janos Slynt (the first of course being Slynts betrayal of Ned Stark). Also, it vaguely indicates that soldiers will probably be in pursuit of Gendry, the Baratheon b**tard that accompanied Arya to the wall. In season twos first episode, the elimination of Roberts true heirs becomes far more explicit, including some serious baby-stabbing. Because we see what is happening to the Baratheon b**tards, Gendrys jeopardy is much richer. Also, by making it Joffrey that gave the order instead of Cersei, the Joffrey/Tyrion conflict is further fueled.