All they were saying was seeing the Red Keep was the last straw, not the SINGULAR reason. She's been heading here the last two seasons. All her bad luck and realizing everyone had their own allegiances in the end, the betrayals, losing Jon whom she is in love with after having guys falling all over for her, realizing Westeros will never love her like Esos, realizing she should have just stayed overseas, etc. Red Keep was just the final snap