This reads to me as a particularly important oops on the part of the series creators: Is Cersei Lying to Cat about Cersei's First Born?
In the books, Cersei has three children, as prophesied by Maggy the Frog (in the books and the series). In the series, Cersei had four children. The first was a "black-haired beauty" who died in infancy and was presumably a product of Robert and Cersei. That's problematic for the series because it contradicts Maggy's prophecy even as told in the series.