We didn't see the Eyrie at all during the Season 5 opener, and it's unlikely that we'll be back anytime soon, as the master manipulator Baelish takes his scheming elsewhere. Baelish wants total control, and has leeched his way into the minds of several up-and-coming key players in the game. He's the master of spinning plates, attending to each of his allies and maintaining their value to him, so we won't be done with the Vale forever, but with him and Sansa travelling away, we probably won't be returning until the little brat Robin Arryn can learn to hold a sword properly.