In multiple instances an edit makes it seem as if she might have died, but she survives, continually rising, phoenix-like, from the soot, bloodied but not defeated. When the terror is finally over she's surrounded by burnt bodies that evoke the victims of Pompeii. There's one living creature that approaches her: A white horse. After sharing a kind of mystical, spiritual moment with the horse, she gets on and rides off, seemingly away from King's Landing.
On Twitter, some have speculated that the horse is the mount belonging to the Golden Company's Harry Strickland, who met his almost hilariously unceremonial end in the first melee. On Reddit, however, theorizers have ascribed another potential significance for the white equine's presence. In one reading, it's the biblical pale horse of the Four Horsemen of the Apocalypse, which would make Arya Death. While the Thrones world has its own belief systems, it wouldn't be out of the question for Weiss and David Benioff to throw a Judeo-Christian symbol into the mix.
And we do know that Arya has a close relationship with the god of death. Death has been Arya's m.o. for most of her young life. Sandor convinced her to look beyond her own vengeance, but now she's seen injustice like she never imagined. If she takes her old foe's advice, maybe she takes off on her new horse and leaves the conflict for good. But that would mean this is the last audiences see of her, which seems unlikely. There's always the possibility she returns with another target in mind. You know, Daenerys (as played by Emilia Clarke) does have green eyes.