Jon’s first big battle against them at Hardhome proved that quantity defeats quality when it comes to the living vs. the dead with their White Walker masters, and the dragons can’t be everywhere at once.
There are really just too many wights for the living to handle, and the Night King’s ranks can grow as soon as the living fall in the fight.
It’s also possible that Dany will be wary of taking them too far away from the castle, given what happened the last time she and her dragons were exposed among the dead.