In episode 4 of season 7 Daenerys with Drogon attacks some of the Lannister soldiers, but then goes on the burn the whole supply line. This may make sense if you expect to lose the batte and you want to destroy your enemy's supplies. However, I think she was fairly confident she would win, so why not save the grain and take it for her own army?
Alternatively, she could have distributed it to the commonfolk and gain major points. Given that she wants the people to believe in her, which is why she did not attack the castles with her dragons, why burn food when winter has arrived? The people will probably not be happy about that.