Prince Oberyn offers himself as a champion Tyrion, being a way to get his revenge against House Lannister and so adding someone who can help him. Knowing that Tyrion will be grateful for what he done and will do anything to help The Prince!
And that's why Game of Thrones is so fantastic! the Unexpected. And Tyrion Lannister, as well as other characters from the series show its value and reason to be alive. And so we see the dwarf still show us much value.
See below what's to come!