Those Khals got the power by killing for it, and she litterally killed half a dozen of them, burnt them, and walked out of the burning inferno of HELL unscathed like a boss bitch. Anyone who doubts they impressed by that considering what we know about Dothrakis doesnt know this series. Doubt the exocution/directing maybe, not the logic. If this was in Kings landing and the septons were witnessing this, then they would likely say burn the witch (or hang, since burning is moot), but it isnt. This is basically Mongol Spartans who worship power and believe in it to the core.
