Nah, they did kill a bunch of people. Remember the useless Dothraki cavalry charge? Straight up substracted the Dothraki army from the political equation, and removing several thematics from the narrative in the same blow. What would've become of the Dothraki after the war, had they survived? Would Kingslanding have kept a military continent of Dothraki, the way the Byzantines incorporated Huns in their army? Would they have had a political role in this new order? Would they have faced racism? Or would they have returned to the Steppe, and if so, would they have ruled it as an independent land or remained clients of Daenerys? And how would they have reacted to her death? So many questions that needn't be addressed thanks to the white walkers.