The more I think about, the more I think the show really dropped the ball with Cersei and Jamie. I think it would have been way more fitting if they managed to escape together on the boat.
Firstly the actually ending didn't really offer much of a satisfying conclusion to their arcs. Whilst Cersei is capable of some extremely evil acts, I always felt that she did them to protect her children which I feel is somewhat sympathetic. In the end I think if Jamie got to her a little sooner, she would have actually chosen to go with him to secure a future for her unborn child. It would have also offered a bit more growth and clarity by showing she's able to turn her back on the throne and seven kingdoms for her family.
Secondly I think it would offer some incredible symmetry with what happened to the Targaryen family. In both cases the last of an ancient house is ruined and driven out to a foreign land. In the case of the Targaryen, this lay the foundation for what would be Daenerys' conquest years later. So I think it would draw an immediate parallel to the Lannister's in the audiences mind, i.e. could Cersei's child one day follow a similar path. The cycle could begin a new.
I also think it would offer a fantastic moment for reflection if Jamie and Cersei look back and see the city being ruined Daenerys'. What their squabble over the iron throne has eventually brought to the city.
Lastly, I think it would be pretty fitting that after all of what happened in that episode. Daenerys' blind rage and blood lust actually robs her of revenge, as Cersei and Jamie slips out of the city during the devastation.