After she is captured by Cersei's army in "The Last of the Starks" (which happens entirely off screen, mind you), I can honestly say I wasn't exactly holding out for a happy ending for Missandei. Daenerys's attempts to have Missandei freed at the gates of King's Landing fail, and her loyal adviser is beheaded by The Mountain after saying "dracarys" as her last words. Missandei's death isn't necessarily a surprise — we admit that there was no shot of Cersei forking her over to her biggest enemy — but to see one of the few women on the series (and the only woman of color) die in the chains she escaped in season three is such a slap in the face.
Overall, it seems Missandei's demise happens only to move Dany's plot forward, giving the ruler yet another reason to morph into the Mad Queen down the line. Yes, Missandei had always been a supporting character, but we've gotten to know her well enough that she deserved a far more fulfilling and honorable death. Not to mention, her death happens so quickly that we barely have enough time to process Grey Worm's tragic reaction to watching the love of his life beheaded. The entire sequence is a very unjust end to a strong character.
