There's a lot of things that people have been complaining about after the premiere of the Game of Thrones series finale. However, book readers seem to agree on one thing: Grey Worm's fate has been sealed in the last episode of Season 8. The reason behind that has long been revealed in one of George R.R. Martin's books.
In The Iron Throne, Grey Worm and the Unsullied were shown leaving Westeros. He tells one of his commanders that they will be headed for Naath, the home of his beloved Missandei who was killed by the Mountain. It's a sweet callback to an earlier episode where Grey Worm and Missandei were planning to live out the rest of their lives in the place where she was born. On the other hand, Naath isn't exactly the safest place for an outsider.
In the book The World of Ice & Fire, Naath is described as a peaceful place that is home to peaceful people. However, the reason why it rarely finds trouble is that the Isle of Butterflies somehow kills any outsider who decides to stay on the island.
Again, it's not the people itself that does the killing but a strange disease known as butterfly fever that is transmitted by the insects. The first symptom of the sickness is a mere fever which is followed by painful spasms. In the later stages of the disease, a patient actually sweats blood and their flesh falls from the bones. Not a pleasant way to go and certainly reason enough to stay away from Naath.
Unfortunately, Grey Worm appears to be unaware of this and Missandei has never discussed butterfly fever with anyone in the first place. Nevertheless, if the Unsullied do end up in Naath, it's safe to say that they won't survive long enough to enjoy life on the island.
Of course, Grey Worm and Missandei might have a different fate in the books. Perhaps they find a better ending than the ones they were dealt with in Game of Thrones.
