They should think about it. Arya exploring a new world with all sorts of magical creatures and new peoples.
With a good script, they could make it work.
I am gonna attempt to write a screenplay adaptation to infinite jest instead, hehe
Yes they could. The question is, are they up to writing a good script? One can assume Arya isn't the first to reach the new lands - just because someone never came back doesn't mean they died. So she could find a thriving group of human realms along with who knows what else. You're world building all over again within the same fictional reality; of course, they'll have to come up with a political situation and other assorted conflicts that are engaging enough to explore over multiple seasons.
The other question is, would Maisie be on board with the idea? No pun intended. If she doesn't feel like reprising her role for x number of seasons longer that's that.
GoT going into superhero genre?
Indeed, there could be a cross-over with her joining the Avengers. She has super-agility, shapeshifter powers (like Mystique) and some degree of regeneration powers (not as much as Wolverine, though, but a bit).
The spin-off could be called 'Captain Westeros'.
I'd love to see this too, but would hope George R. R. Martin finishes his books first, then has time to write a few short stories about Arya similar to the Dunk and Egg tales for showrunners to base their series on.
I doubt Maisie Williams will get that many leading roles in the future or anything as big as Game of Thrones, so in ten years or so, she'd probably jump at the chance of returning to the role for a spin off or even a stand-alone movie.