I disagree with your first statement. Tyrion has very few options, and he has little or no control of the choice between them. Let's assume that Jorah didn't find him.
- Tyrion might have been taken back to Westeros. And his companions would probably have had the same attitude as Ben Plumm, that he's valuable in terms of gold. Whether one of the sellswords would have broken ranks to sell Tyrion to the Lannisters, or whether Tyrion could have been used as a decoy or the bait in a trap, I don't know, but Tyrion would have been at the mercy of others and would have found it hard to change his own fate. What we like about Tyrion is that he takes control of events; he'd have much less scope to do this in these situations.
- Tyrion would know that he was heading for Cersei's sisterly embrace, so he would have tried to escape. If he succeeded, what would he do? He has no natural allies in Essos, and even if Illyrio wanted to help, Tyrion's a long way away from the Golden Company. (And a bigger problem than this is that Tyrion would be left to wander - if he was lucky - randomly around Essos. Is this what the readers want? Wouldn't we have comments like: "Tyrion has turned into a less tall version of Brienne!")
I think either of these circumstances offer less scope for Tyrion to make changes to events. He could show how clever he was, but only to save his own skin. I want to see Tyrion in a position to change how the story pans out, if only because he's one of the few characters who are both clever and (occasionally) able to think beyond their own needs.
(By the way, I don't think you were contradicting yourself at all in this post. Try to ignore those who said you were.)
I agree that regardless of where or what Tyrion is doing, he is going to be at the mercy of others because he has no money (at his disposal), and he is on the run from the Iron Throne. As you pointed out, what Tyrion does posses is value. But while his value as a reward from the queen is foremost, what I think is much more intriging is his value as the rightful heir to Casterly Rock and an unquestionable enemy of the Iron Throne and the rest of his family.
I think you're assuming that even if he had gone back to Westeros with Aegon, that he'd be in much the same situation that he is in now, but I don't see why that HAS to be his fate. Obviously Connington has no love for him, but after saving Aegons life he had definitely earned some respect.
Now we'll say that Jorah was never in the brothel (because theres no way Tyrion doesn't go there!), and he stays with Aegon and meets with the Golden Company. Aegon heeds his advice anyway, because whether Connington trusts or likes him has no bearing on the fact that Tyrion knows what he's talking about. Kings Hand, yes? So now we see Tyrion travel back with the Golden Company and instead of reading about his adventures riding on a pig, and GRRM having to turn Connington into a pov because there was nobody else there to tell the story, they travel to Westeros and the story of Aegons return is fleshed out. Tyrions 8 chapters and Conningtons 2 (generalization) are turned into say 6 or 7. Really I think GRRM didnt WANT to have to tell a story back in Westeros; I'm not sure he really knows how thats supposed to pan out just yet, or maybe that stories not even supposed to be told and Aegon is not going to be central to the game as some people have pointed out.
Regardless, I think the dynamic of Tyrion back in Westeros, allied with Aegon, working with Varys (who is certainly busy) and Illyrio, and meeting up with Dorne (Prince Doran and Tyrion playing cyvasse, yes?) and Myrcella would have been much more interesting than the story we were told.
I agree with wanting to see him having a big part in the story. If Dany decides to stop acting like Sansa and Tyrion is drawn into her intentions that could be interesting. Instead, hopefully he will take the Brothers back to capture Casterly Rock and assume its seat!
And yeah, I can't be bothered with people who've no comprehension of english.