I have no issue with how Cersai died but her dying in Jaime's arms is what bothered me.
EDIT: No big bad gets the death that the audience wants. None.
If you can find one let me know.
Yeah, given how other characters die in this series, this was a relatively peaceful and poetic ending for Cersei. Yeah she started freaking out, but Jaimie calmed her and her last seconds was spent being held by the man that fought his way to her and miraculously found her at the last minute. In that moment, it didn't even matter that she tried to have this man murdered. He didn't care, he still loved her unconditionally and proved it by not letting her die alone. She got romance, chivalry, and tragedy, while someone like her father had to suffer death while taking a shyt, and someone like Joffrey died at his own wedding while puking his guts out in front of everyone. Comparatively speaking, she got a beautiful death.
What would have been harsh is if she was in that crypt alone, crying by herself, talking to herself saying she doesn't want to die over and over. Alone and abandoned and wishing Jaimie would come for her but being denied that final wish. Instead she got to go out the way she came in, clutched to her twin.