and how it relates to their suffering due to conquests by the Mongols.

On the one hand, what they did to her family was a justifiable reason for hatred and for her wanting to never acknowledge their goodwill, which was built on the bloodshed of her own people to begin with.

It's interesting how except for the first few episodes where the attrocity of the Mongol was shown explicitly, the latter episodes mostly portrayed the Mongol people in good light and any act of cruelty only implied (e.g. Ogedei was shown looking sorrowful during the subjugation of Merkit's uprising but not how he killed them, he was constantly forgiving of Toregene but the fact that they had a son despite her open contempt suggested it was likely forced). This puts us in their shoes regarding how tempting it is to forget about the horrible past and just move on.

On the other hand, the story also shows how her quest for vengance might be misguided, fueled more by tribalism than justice. She ignored any kindness the people around showed her and considered all Mongolian as enemy. She thought of the suffering that the Jin people will suffer in Tului's conquest and was willing to ignore it because they're not on her side ("to them she's just another Mongol").

She was self-assured that her version of knowledge is correct (the debate about the cause of star movement with Ogedei, an excellent scene) and thus maybe be oblivious to the fault of her own side. It was hinted that Zumurrud (another slave in the old Fatima's household) might have been forcefully taken from her previous home and had been suffering during her time there as well, but Sitara was likely too young to notice.

So does the show wants to say revenge is bad and one should ignore wrongdoings in the past, or is it that revenge is fine even when not everyone affected is a bad person? My interpretation is that Sitara was tragic character born out of horrible circumstances.

In the beginning the show made a point about how pursuing knowledge is a path toward figuring out the right thing, and how inspired she was by the idea. But during her time in Mongolia, we saw her constantly suppressing her desire to learn about the new culture in order to keep her hatred alive. This was a flaw in her character, but it was a flaw born out of the trauma caused by the Mongols when they violently subjugated her people.

Sitara's sense of loyalty was also a bit warped as well, she saw her quest as doing right by her master Fatima as a slave, despite how in the final moment Fatima already acknowledged Sitara as her daughter.

We see how lonely and miserable Sitara and Toregene were by insisting on holding onto their grudge, but Khulan who resigned to her new life was also not happy either, so maybe that was not something they could have chosen.

Earlier during its run there were complaints that the show romanticized slavery but I don't think that's the case, the critiques was there just unstated.