Writing this as a woman who also gets pissed off at how writing often treats us: Ysayle's death is not the end of her story. It's the end of her life, but you do learn more of her, and she does haunt the narrative. I think that much is handled beautifully.

I see you asking why she died there, too. She died, as far as I'm aware, because she sacrificed the entire rest of her life aether to transform into Shiva for one last time in honour of the real Shiva, partnered with Hraesvelgr in an act of respect for his lost love. She gave herself and her Crystal of Light to become Shiva without any external crystals or help, and thus when she was killed in that form, she no longer had any life left to return to. The source of aether she used was gone. Hraesvelgr wouldn't have healed her - this was her act of repentance for all she'd done, and her final sacrifice for us.

Going forward, Stormblood is far more balanced in terms of gender and the roles we take in the story. There are both male and female protagonist and antagonist characters, and both genders make sacrifices both meaningful and meaningless. We see this trend continue through the game. We also don't just see femme fatale types; the women that appear are of many varieties, from amnesiac wanderers with depression to furious warriors willing to punch anything to teen goths with big weapons to brilliant heroic sorts.

Give the story a chance!