As far as I remember, Catelyn never went south after Robert's war.
I would only be mad if they don't make Alayne a bastard, which I think was one of the most significant parts of her new identity for her character (I mean, she used to look-down on lowborns and bastards and she would then become one).
And overall, nice ep. Not the best this season, but I liked how they gave an end to the Craster storyline which featured more prominently in the show. I really did not like how they handled the Jon Arryn information, thought it could have been a more shocking reveal like in the books.
(well and this is my first post here, but I'm a long time lurker).