You aren't the only one who had trouble watching Stannis burn Shireen. I was screaming at the television: "Dude! Any God that demands sacrifice, especially of a child is a God to be fought, not worshipped."
The difference is that I understood exactly how Stannis got to that point, history, character and circumstances . It was all clear and consistent. It was the same with Cersei empowering the sparrows and then burning the sept; it wasn't right by any means but it made sense in terms of Cersei's personality, history and circumstances.
With Dany on the other hand, her motivations in these last episodes are basically bitches be crazy combined with her love of Jon and the loss pushed her over the edge. It isn't consistent even for a character who wants conquest. The seven kingdoms aren't conquest to Dany but restoration. Even with the horrific losses Dany has borne, I'm not certain that adding to the dead makes sense in the situation and the reasons given are trite and sexist. Sexism isn't just about education or wealth or power or position. It is about whether women are viewed as fully human. People who aren't seen as fully human? Their minds, emotions, reasons and motivations are often seen either as a mystery or as cliches. These writers can't really write a female character unless she is either a bundle of cliches (Cersei loves her children) or a proto man (Brienne and Arya are warriors and are thus comprehensible.) What an actual female warrior might be like is left unexplored.