People don't like reality. Targaryens tend to go crazy. Long history of it. They couldn't realize they were cheering for the crazy person who just started out nice and not crazy. Not to mention the super duper extremely fucked up life she lived. They wanted her to overcome the madness that was in her family, the murder of her parents and family, going into exile as a tiny child, being essentially sold off, had assassin's after her, multiple friends betray her, being constantly around death and murdered people, etc... and nah, when it came down to doing the right thing, especially at King's Landing, ofc she just went all fucking nuts murdering people with her dragon, lighting them on fire. The fantasy was just that: they wanted their waifu to be the savior, and she was just like the rest of them (mostly :P).