The important aspect to remember is this: Cersei has never committed a single act of violence with her own hand (except slapping Joffrey) and has never been anywhere near this close to actual danger (next closest would be the riot in season 2.) You were meant to see that when finally faced with the destruction and violence , that she largely caused, she was terrified and helpless--destroys an illusion of of her as powerful or capable.
She dies in the collapse of the Red Keep, because it's the symbol of her kingdom. It's meaningless stones and it's all she has. She destroyed everything, except for the throne/castle/crown--she is the queen of the ashes, literally now.
Jaime goes back to her, because he is her emotional slave. He agreed fight for the living, he never actually intended on killing Cersei, it was always abstract. Once he was faced with undeniable evidence that she would die, he broke. No character development could overcome the advanced Stockholm Syndrome from being emotionally abused literally since the womb.
They died in each other's arms because Jaime is the last thing she destroys. They came into the world together, they left together, they act like they lived for each other, but in reality they both lived for Cersei's mental illness.
Only change I would make--have the ceiling start coming down between them when Jaime goes to check if the passage is sealed. Have them desperately trying to get to each other, screaming and wailing, have the screen go black when they're covered with one last scream each. Kinda heated Cersei got to lie to herself one last time lol
