They weren’t going to pillage. Mance was their leader, they’d have been under his control. He was asking for sanctuary. Jon forced the battle.
Cersi choose violence because that was the only choice the High Sparrow left her. Like you say, both have blood on their hands (innocent blood as well as hostile blood). The disparity though in how fans feel about Jon compared to Cersi is astonishing considering this story is built on showing that no stories are simple. That’s my real point. She’s not as evil as folks claim. Had some of the other characters been in her arc they’d have done much the same things.
I was trying to think where things went wrong, as I do think it’s lost a step from the highs of seasons 2, 3 & 4. And I think it was with Jon’s death. Looking back on it the whole sequence makes little sense. Out of the blue, after the fight is settled the members of the Watch conspire to murder him? Not before he lets all the Wildlings through? And Jon dies, is resurrected, and then it’s like it’s nothing. Jesus gets a 2,000 year franchise for rising and appearing a couple of times in the next month. Jon is all Conor McLeod and it’s like he simply had a dose of the flu for a week? I think GRR wrote that scene, released it, knew it didn’t work, and has had a bit of writers block ever since. Equally Cersi went wrong with the whole ill advised High Sparrow arc. I guess they needed Timmon to die so she could rule unquestioned, but it made her into a dummy when she’s really quite a scrappy calculating character. It diminished her. Dany went wrong when it became clear all the freeing slaving cities was just filler. None of it had consequence, it was just a way to fill the time while her dragons grew. And Arya’s ninja training was equally absurd - all that mystery and drama to simply level her up and have us all pretend that she can kill everyone with her magic powers and fighting skill? A year of training vs someone like Brienne who’s been fighting for over a decade?
Barn’s story makes sense I guess. Sansa’s too. And Tyrions, sort off. Not killing his father though, that seemed a bit much.
So yeah, along the way I think GRR lost the plot a bit, and the consequences of that are playing out now that the end is in sight. It’s a bit like BSG or Lost.