That's exactly how I felt. I think a lot of the fan reaction was because it just didn't end the way that each fan wanted it to end.
Go at the end for a TL;DR.
I can only speak for myself, but what I didn't like is the very noticeable change in the approach once the source material ran out. It went from a non predictable show, that tried to have some realistic turns of events, into a blockbuster with all the cliches of big action scenes, and illogical turns of the plot just to get to the "whoah" moment (yeah, I'm looking at you, Dany crossing a continent riding on a dragon to save Jon beyond the wall at the last possible second).
Game of Thrones was a show / story were the famous expectations were subverted, but not for the sake of it as the writers grossly misinterpeted - it was more a matter of the characters facing consequences without having a plot armor that shields the protagonists of most fantasy stories and shows.
The fact that Ned Stark was too honorable and naive for his own good had consequences.
Years of neglect and mistreating from Tywin to Tyrion had consequences.
Oberyn being obsessed with his need for revenge had consequences.
It's one of the taglines of the show: "when you play the game of thrones, you win or you die". People not winning died. In the Princess Bride, Indigo Montoya had a catchphrase for his need for revenge, and he got it brilliantly. Oberyn didn't because more often than not, if you're too obsessed with something you're gonna screw it up sooner or later.
Situations like these is what set Game of Thrones apart, and it was turned into a generic blockbuster with the complexity of the plot thrown away for big cinematic scenes.
Also, I'm still not over how the White Walkers menace was handled. It was said from Lord Commander Mormont to Jon Snow already in season one: "When the White Walkers arrive, do you think it matters who sits on the Iron Throne?". That was basically the entire premise of the show - rich and egoistical lords battle for the throne when the real menace is an elemental one that comes from beyond the Wall.
There should have been the moment when the entirety of Westeros realized that the real enemy were the White Walkers. The way I like to say it, I probably posted it already here - you can't promise World War II for eight years and then get Hitler shanked by a little girl as soon as he enters Poland.
"But how else would you have handled it?"... well, I don't know, but in broad strokes, I would have had the White Walkers take over Westeros. I'm fine with their eventual defeat, but only after they took over all of Westeros and each and every single one of the characters realized "oh shit, we forgot about why the Wall was built in the first place, we were shortsighted and we should have united against a common enemy rather than killing each other for that ugly chair".
TL;DR - I don't like the last seasons because the complexity, nuances and relative realism of the story were all thrown out in order to achieve blockbuster moments and arriving at selected plot points without putting in the effort to make those plots belieavable and coherent. I'm fine with Dany going crazy. I'm NOT fine with her doing a napalm carpet bombing of a town that just surrended when two episodes ago she was one of the (flawed) protagonists.
I don't want a Disney happy ending. I want proper plot development, like in seasons 1-4, that justifies WHY we don't get a Disney happy ending.