I believe it is her hope to sail someday to Westeros, but she's refused offers three times in favor of securing the safety of Meereen. She is reluctant to leave the people, and as they cannot all fit on the ships she has, she won't abandon them.

Though her advisors, I'm told, advise it. The people come before ambitions and those that are the most vulnerable will not be left to be enslaved again.

[It's ironic given her current predicament. She can only hope Ser Barristan is maintaining order.]

Do the Westerosi want her to return?