This was a bit loose to me. It's like all the work developing a character was just thrown out with the bathwater.
The episode aired two days ago, so I think it’s OK to discuss, but for those who want to avoid spoilers for episode 5, don’t read anymore.
*****
I take it you mean Jaime & Cersei? If that really was their end, I’m annoyed too. After eight seasons of buildup, it would be silly for some metaphorical death: “... and their kingdom fell down upon them.”
I have a feeling they’re going to survive that, and we’ll see them in the finale. After all, Jaime was stabbed multiple times, yet managed to walk all the way to Cersei, then go back down below with her, prepared to make their escape. It would be cruel for the producers to deny us seeing Cersei’s execution — or survival, sitting on the Iron Throne.