We’re not angry that she went mad, we’re angry because HBO offered them 10 episodes and they stayed with 6.That might be a good reason. The problem is they'd need not only a few more chapters, but probably an entire new season or two to tie all that stuff off, and they decided to finish now (I imagine salaries + CGI were getting crazy expensive).
Anyway, I've seen many people complaining for what's actually happened, more than for what's not been tied off.
Some complain about Daenerys going mad (as if she hadn't burned people since season one - she didn't burn cities down much earlier because she had advisers who calmed her down, now she's got none). I bet they wanted her to keep being a heroin and keep her mad side offline.
Some others complain about the Night King being killed quickly by the most skilled assassin in the show. Maybe they were expecting an epic one to one with Jon, but a guy who doesn't melt under dragon fire and has supernatural powers would kill any human out there on a combat that takes longer than 10 seconds (unless they underpower him just for the sake of sword fights).
I might be wrong, but my impression is that people wanted a happy ending with Jon and Daenerys ruling together, Cersei caught and tortured to death, etc. If games of thrones were good for being predictable, they would have lost their audience after season 1.
I wonder what the books (if the author ever finishes...) will tell. Hopefully, they will make some angry fans happy. Others will not be happy because everyone has a different ending in their minds.
The entire season felt rushed with little build up to the “madness”.
Not to mention Danny had NEVER, EVER killed innocent citizens. Now all of a sudden she’s burning women and children alive AFTER ALREADY WINNING THE BATTLE.