That would have been way better. Still utterly tragic and sad, since they formed a bond, but I'd have preferred that to what happened and I can see it working since Viggo had such a strong stand against underage sex, pedophilia, and taking advantage of women. Like, I don't think anyone watching gives a shit about Jesus or the cartel at all. Yartiza's characterization in general made no sense and the moments of her killing people didn't matter to me because of how all over the place and inconsistent she was. Yeah, she had no reason to save Martin, but going all out on Jesus and his men for murdering his gf would have made her character relevant to the main plot. Instead, she was just an element of Refn's thesis statement which sure is nice for him but not satisfying at all from a narrative point of view.
Viggo, Martin, and Diana were the only characters I had any investment in. At least Viggo has a satisfying arc I guess. Diana was an interesting character until Refn just forgot she was a character and used her as his own soapbox to literally speak directly to the audience. Not to mention a 4 minute scene of her masturbating, a 4 minute scene of her dancing, and a long up and down pan of her ass by the pool in case you forgot after the Neon Demon that Refn really wants to fuck Jena Malone. Episode 9 and 10 were like watching his discipline break down in real time.