I've seen a lot of people being confused about why Tyrion was eavesdropping on the boat during the Dany/Jon sex scene, and I just wanted to give my two cents on it.
To me it was pretty clear that he's concerned about an affair changing the way they make their decisions. Imagine Jon trying to convince the Northerners to bend the knee to Dany--he could go on and on about how she's their only hope, but if it gets out that they're sleeping together, there goes his credibility. (Especially for people who already want an excuse to disagree with him, ie the northern lords)
And generally speaking, it just makes everything more risky. I think one of the main points of showing the flashback wedding scene right before the Dany/Jon sex scene is to show parallels between the couples. Lyanna and Rhaegar's coupling created such a destructive domino effect, all because they were following their hearts and damned the consequences. Perhaps mingling these two scenes was meant to be a warning, or even foreshadowing, of the issues that could arise from another Stark/Targaryen romance.
As for why Tyrion would be the one eavesdropping, it directly affects how hard his job is about to get...advising Dany is already not the easiest post, but if love starts clouding how she makes her decisions, she could become even more rash than usual. I think a lot of people have been shipping Jon/Dany for a while, but Tyrion's presence served as a good puncture to the excitement of the scene, a reminder of how risky their attraction is.