Yeah, I was talking about this with a friend the other day and we’re a bit puzzled too. The one thing we came up with is that RPH might have assassinated Daemon II to allow Haegon I to be crowned.
Which gets us to the role that espionage plays in civil wars. We’re familiar of course with the way in which Roose Bolton and co. captured Harrenhal, the Red Wedding’s foundation in an ongoing intelligence operation between the Westerlings, Tywin, Walder Frey, and Roose Bolton.
However, with the publication of the two Dance of the Dragons short stories and the WOIAF, I think we can see a more prominent trend. Blood and Cheese, the theft of Viserys’ crown by Ser Steffon Darklyn, and the disappearance of the royal treasury and Aegon II during the Dance. In the Blackfyre Rebellions, we have Bloodraven’s thousand eyes, the Whitewalls conspiracy, the bit I had forgotten where a thief called Quickfingers almost managed to steal dragoneggs for the Blackfyres…and I think RPH.
Consider this: it’s not unknown for groups of outlaws to become infamous and require royal crushing (the Kingswood Brotherhood, the Brotherhood Without Banners). But it’s very odd that RPH are involved in both an assault on a royal, may have been involved in the death of Prince Aelor, and then lead a rebellion serious enough to claim the life of a royal prince.
So it may well have been that RPH were agents of the Blackfyres, left behind to create chaos and undermine House Targaryen.