I don't think the pearl-clutching was so much about people being killed (in general) as it was about the impression that Dany was leaving her potential subjects by appearing to be just another tyrant. Remember, that's why she took the dragon into the battlefield, rather than incinerating innocent citizens, after consulting with her advisers. I think they were hoping for a more conciliatory overture by Dany, such as the approach she took with the Unsullied. Those soldiers love her because she not only freed them, she gave them the choice to follow her.