This is a very common criticism of last night's episode. I have complaints of my own about the episode. But I disagree with this one:
It overlooks the fact that a number of popular characters DID die in the battle. Most notably, Lyanna Mormont, who has become a huge fan favourite. Jorah Mormont's death was also significant. Yes, he's less popular. But anyone who has ever suffered the pain of unrequited love had reason to sympathise with the character, who was never truly rewarded for his many services to Daenerys (including saving her multiple times).
There are likely to be additional deaths of fan-favourite characters in the upcoming war against Cersei, which will end the series. Those deaths will be more affecting if at the hands of human villains we have come to hate (Cersei, the Mountain, Euron, etc.) than faceless zombies at Winterfell.
These predictions could be wrong. But I expect that Daenerys and Jon will NOT both survive the final battle (it is even possible both will die, though that is less likely). Also, at least one other highly popular character will bite the dust, i.e., at least one of the following: Sam Tarly, Sansa, Arya, Tyrion, Brienne, and Davos. I would not be surprised if it were two. That's to say nothing of Jaime (a divisive character, but popular in some quarters) who seems almost certainly a goner.
If there was an even bigger bloodbath at Winterfell, followed by another similar bloodletting in the final battle, the impact of the second would be deadened by the first. As it is, some painful losses were suffered at Winterfell, but not quite enough to deaden the viewers' sensibilities.
In sum, it's still valar morghulis!