I think you miss the point of some of the backlash. I think people understand it is fictional, duh. My issue is that I watch the show to be entertained. Personally, I don't find vicious stabbing of a pregnant woman, burning/screaming of young child, or repeated rape scenes to be entertaining. Maybe others do.
If they were necessary to the story, maybe it is fine. But a number of people find some of these scenes as gratuitous violence just for the sake of shock value. There is a line between being edgy and being over the top. There are a number of ways Shireen could have been sacrificed without the screaming of a young child burned alive. The Harpy were burned alive, and that was fine (and fictional). Not sure why is not OK to respect the opinions of some people that feel the show could be just as successful without some gratuitous violence and misogyny.
And lol, I have read a number of people defending some of these scenes with the response, "well, that is how women were treated back then". Uh, fictional.