Because Dany’s also kind of morally ambiguous? In the books, she’s ordered people tortured because she was pissed off about the murder of a freedwoman she liked and didn’t care how she got intel on the Sons of the Harpy. On the show, she’s had people roasted alive by dragons to prove a point.
I’m less on the Jaime redemption train than others, but he is not the only morally grey character in ASOIAF.