One of the weirdest writing choices in HOTD is how Aegon and Helaena basically do not have a relationship on screen. They have ONE actual conversation in the entire show, and now Helaena is dead, so that's literally it.
And they didn't need to be some loving romantic couple. In the book, they're not portrayed as hating each other either. Aegon listens to Helaena and there's at least the sense that these two actually have a marriage and relationship beyond simply existing in the same family.
The stairwell scene after Blood and Cheese is probably the saddest example. They see each other after their child has just been brutally murdered, both clearly look like they want to say something, and Aegon ultimately walks away while Helaena looks hurt. It's a good scene in isolation, but it's also insane that this is basically all we get between two parents grieving their murdered child. They never actually talk about Jaehaerys. Aegon never consoles her. Helaena never consoles him. Nothing.
Then later Helaena confronts Aemond about burning Aegon, as if we're supposed to understand that she cares about what happens to him. And maybe she does! But where was that relationship? Where was that care ever shown?
I'm not asking for some great Aegon/Helaena romance. I just wanted them to be allowed to have a relationship at all. They were siblings, husband and wife, king and queen, and the parents of a murdered child. There was so much complicated material there, and the show barely touched any of it. Very strange creative choice.