For its first 40 minutes, the Game of Thrones series finale is a gripping horror story. It's snowing in King's Landing—or are those ashes?—when Jon and Tyrion learn that the genocidal cruelty Daenerys visited upon Cersei's innocent civilians is just the beginning: The Dragon Queen plans to bring fire and blood to every corner of the world as part of her insane plan to "break the wheel" of tyranny. Those who defy her will meet the same fates as the Dothraki khals, the nobles of Mereen, and everyone else who got in her way.
A central theme of Game of Thrones has been that people must do terrible things to obtain political power. Melisandre warned Stannis in the season two finale that he would have to betray everything he stood for—including his family—to gain the throne, and sure enough, he eventually burned his daughter at the stake. Cersei committed an act of domestic terrorism, killing allies and family members as well as enemies. The list of people who engaged in unspeakably evil acts in order to consolidate power, or hold onto it, goes on and on: Roose Bolton, Tywin Lannister, Petyr Baelish, Ellaria Sand, Qyburn, Olenna Tyrell, and countless others.
To varying degrees, these many players in the "game" of thrones operated in keeping with their belief that monstrous actions were necessary. As Olenna Tyrell once said, "whatever I imagined necessary for House Tyrell, I did." It's a familiar philosophy: The ends justify the means.