Dorne is the closest place on Westeros to Slavers Bay, and Dany's biggest problem is getting fighters / horses / supplies across the Narrow Sea.
So, I'm thinking... (1) Dorne is vast and arrid. Aegon couldn't conquer Dorne because he needed long supply lines for his standing armies and the Dornish used guerrilla tactics to disrupt them. Well, Dany has the Dothraki who specialize in fighting in arrid climates. (2) Further, many of the Unsullied need to do some killing (to be "bled") to finish their training. (3) Finally, the Dothraki / Unsullied / Second Sons / dragon army needs to learn how to function as a unit. Rather than quickly smash Dorne, they need to war game with the luxury of having live targets. War game until Dorne is smoldering rubble, then head north.
Any possible reason why Dany woudn't start her conquest of Westeros in Dorne?