Eh, I wouldn't go that far. Yeah, Daenaerys fully devolved into a psychopathic tyrant (in a manner much more rushed & less organic than the buildup to that in the books, which will never be finished...) and was killed for it, but the show's other feminist superwhamen got off just fine.

• Sansa, the queen bitch whose idea of being a good leader includes talking down to the (male) help and her uncle (who's sacrificed everything & became a Lannister prisoner for their family) on the regular, betraying Jon's secret immediately and antagonizing Dany the dragon-rider who has obliterated entire armies on the occasion that she and her dragons actually participate: becomes Queen of the North with no apparent repercussions and despite having done nothing to deserve that crown.

• Arya, the show's most obvious female Mary Sue to such an extreme that even the defenders of the later seasons have conceded there's no defending the bullshit she gets up to before whacking the Night King, like that time she swam in an open sewer after being gut-stabbed half a dozen times and was just peachy: lives to the end and sails into the sunset, at peace with her family after not having to choose between them or her revenge at all (unlike what has been foreshadowed in the books).

• Brienne, who the show turned into a totally un-feminine brutish thug shorn of all the kindness & self-doubts she had in the books and allowed to also get her revenge on Stannis without any moral conflict or consequence: lives to the end, becomes a Kingsguard and writes positively about Jaime in the White Book despite his own complete betrayal of his eight-season character arc.

And so on. Other than Dany, I think the only major female characters to get screwed over were Ellaria and the Sand Snakes, and that was because they had become way too hated by the audience for even D&D and the late-season GoT writing staff to get away with giving them anything resembling a happy ending.