King Harren the Black build Harrenhal strong enough to repel one million men, but he didn't anticipate an attack from above because that wasn't part of the rules. When Aegon Targaryen on Balerion's back came during The Battle of The Conqueror alongside his sisters, they flew over the high walls and burned everyone inside the castle.
That is the day the rules of The Game changed in Westeros, although Aegon made them harder when he built King's Landing to withstand a dragon attack. Then came Daenerys riding Drogon, who, in turn, changed the rules of the game just like her great grandfather. Daenerys burning down King's Landing was a sad ending to Game Of Thrones, but not everyone lost.
Loser: Grey Worm
Grey Worm, the commander of the Unsullied, had no hope of ever living by his own rules while enslaved in Mereen until Daenerys freed him. As the leader of the Unsullied and Daenerys' most trusted soldier, Grey Worm's fate was tied to that of Daenerys's. Then he came to Westeros, a place where loyalty didn't mean much and where the rules didn't matter.
He lost Missandei, the love of his life, his queen lost it and burnt down the very city they came to conquer, leaving Grey Worm with no purpose just as he had been under the slavers. When Daenerys burned down King's Landing, then Jon Snow killed her for it, Grey Worm lost everything.
Winner: Sandor Clegane
Sandor Clegane was a man of pain, having endured it from childhood at the hands of his super-strong and psychopathic brother Gregor. He deserved more from life because he, at least, had the ability to bring some good to the world. He lived his entire life spiting his brother, though, and the only thing he ever wanted was to kill him.
Gregor was headed for safety and probably wouldn't have died in the Red Keep alongside Cersei if Sandor hadn't shown up, and that would have been a big loss. Killing Ser Gregor was the summary of Sandor Clegane's life dreams, and his death at least got to mean something.
Loser: Arya Stark
Arya was the best of the Starks, tough, smart, and compassionate; Arya was simply the description of perfection. She always fought for what was right, even with the odds tipped against her. After killing The Night King, Arya deserved a happy life, and probably an army to lead after killing Cersei, of course, but then she found herself on the receiving end of Daeny's madness.
Daenerys nearly killed Arya as she struggled to save the poor people that were consumed by Drogon's flames. Watching all those people die after killing the Night King to save them was worse than death for Arya. A part of her died that day in King's Landing, just like it did when her father was beheaded.
Winner: Jon Snow
Jon Snow learned so much from his mentors, and The Battle of King's Landing gave him the chance to apply all of it to save the realm. Varys believed that the realm is all that mattered. Jon Snow picked Varys' line of thought and coupled it with Maester Aemon's words, "Love is the death of duty."
Jon Snow was the perfect servant of the realm who didn't enjoy anything better than keeping everyone safe. The only place he felt his life meant something was at the wall. When Daenerys lost it, he got the chance to save the realm one more time by killing her, and that got him The Black, which was the best he could ever ask for.
Loser: Daenerys Targaryen
Daenerys Targaryen lived for the Iron Throne her entire life. She convinced everyone that she would be better than her ancestors, but her strength became her doom. She failed to notice where anger should stop and give way to reason.
It is not clear whether she just came to burn down King's Landing or whether her demons just got the better of her when she went berserk. She became the villain Varys predicted and had to die; sadly, Jon Snow, the love of her life, had to be the killer. Daenerys became the biggest loser of The Game of Thrones if you consider the cost of her campaign.
Winner: Tyrion Lannister
Tyrion was a wise man who, in his own words, had nine lives. However, the one thing Tyrion was good at was being the hand of the King, but there were no good kings until Daenerys' madness brought one. One Lannister had to live to remind the new world that not all golden lions were evil, and none deserved it better than The Imp.
He had a big brain but no good kings and queens to advise until the Annihilation of King's Landing left him with people that could listen. He also had fewer enemies now that Cersei was dead, although he also lost Jaime that day, the only brother he had. Tyrion finally got to be The Hand to the King of his own choosing at last.
Loser: Jaime Lannister
Jaime Lannister was a good man without a cause, only doing Cersei's bidding, which in the end got him killed. He did many things in his life that he regretted, but he loved Cersei blindly, so when she got worse and worse, a part of him rot alongside her. However, he chose right when he came to the North to fight alongside the Starks in The Battle of Winterfell.
The sound of Cersei in danger was enough to send him right back to her side in King's Landing. He was sure Cersei didn't stand a chance against Daenerys' army, but he wouldn't listen to him even when Tyrion pleaded. Having to die next to a woman he protected all his life, carrying his unborn child, was painful for Jaime. However, not being able to do anything about it made it worse, and Jaime died a broken man.
Winner: Bran Stark
Brandon Stark finishing the show as the King Of The Andals and The First Men would have sounded like a joke if it was mentioned before Daenerys burned down King's Landing. Bran didn't seem to serve any purpose in the show except knowing things and getting hunted by The Night King. Bran didn't even fit the description of a lord, leave alone the king of six kingdoms.
The Battle of King's Landing changed quickly from a battle to a genocide. Then everyone realized that no one really had the right to the throne. They realized that the realm needed a lot more than just a strong person to survive, and Bran became the exact thing everyone needed that day; A bundle of memories and wisdom.
Loser: Cersei Lannister
Cersei was willing to be the queen of the ashes as long as she sat on The Iron Throne. Her death was long-deserved; the only question was, who would bring it? But, in her mind, gold could buy anything, one of the wrong things she learned from her father. She betrayed all of humanity at the time when everyone united against the dead and proceeded to provoke Daenerys.
Killing Missandei was the peak of her evils. She never realized she was losing until her beautiful Red Keep came down, burying her. Despite losing, Cersei still committed murder in her death as poor Jaime just wouldn't let her die alone.
Winner: Sansa Stark
Before undergoing her excruciating initiation, Sansa only wanted to be a lady, and nothing would have given her more joy than getting married to Joffrey. She then learned her lesson the hard way, becoming one of the smartest leaders in the show.
Her chances of becoming a ruler would have been slim if Jon Snow and Daenerys united to rule the Seven Kingdoms. Daenerys' death and Jon's banishment allowed her to become the Queen in the North, a kingdom she earned rightfully.