It's powerful that Missandei chose that to be her final word to the queen she's served so faithfully. Grey Worm was standing right there, but Missandei didn't make her last words a goodbye to him. She chose to encourage Dany (and, by extension, Grey Worm) to keep fighting. Co-showrunner D.B. Weiss said in the commentary that now Dany is "filled with a rage that's aimed at one person specifically." And that one person is Cersei. In killing Missandei, Cersei gave Dany the one thing she needed to keep going — confirmation that she's doing the right thing. Or, at least, what Missandei and Dany believe is the right thing...