The problem that people have isn't necessarily that Dany turned bad, that was pretty much expected by almost everybody, especially after the previous episode pretty much shouted it at you. The problem is the way it happened. Everybody was expecting Dany would just be extremely vicious and fierce in her attack, not that she would deliberately try to kill as many innocent civilians as possible after the battle was won.
The way it happened was never ever foreshadowed. Yeah, Dany could be unusually cruel in her punishments towards her enemies or people she thought have slighted her, but at no point would anyone go "Yeah, this is a person we can reasonably expect committing full-scale genocide". When she took flight with Drogon I expected her to directly go to the Red Keep, possibly murdering the people that Cersei had massed there to get to Cersei (something which is very blatantly set up in the previous episode), but nope, guess she had to murder hundreds of thousands frightened men, women and children first.
