Septa Unella was brutally killed by her guard Mountain and while Cersie left the room, she continuously uttered the word shame. Cersei kept her promise with the Nun Septa Unella that Septa will see Cersie’s face the last, she will die. Audience would have remembered how Cersie suffered from the hand of this Nun in season five when she was brought to the door of justice and faith to confess her sins as the prisoner of Faith Militant.
Cersie took her revenge as it can be expected to be taken by a cruel queen as she is.
In the finale Cersie takes a bigger step in pursuit of her revenge when she detonates the Great Step of Baelor while all her enemies were gathered there. The biggest lost that was felt heartedly and the vacuum caused by this death cannot easily be fulfilled, was the death of Marjory.