Yeah, there Molly didn't have a big visible role but neither did anyone else. This is Harry's story, Harry's dilemma, and everyone else is support staff. Besides, the events concerning Molly's training in Ghost Story plus Molly's page in the 2013 literary pin up calendar foreshadowed the ending of Cold Days. He didn't need to do a lot with her in this book because he'd already set it up.
On a related note, if I remember right there is supposed to be at least one short story about Molly that's supposed to go into her training a bit more, but circumstances out of Jim's control *cough-GRRM-cough* have postponed the release date.