The show made the ending both better and worse than volume one of the comic.
I think the way the show handled Vanya specifically was a brilliant improvement over the comic, but the moon was more clumsy on the show. I’ll spoiler parts of this for anyone who wants to read the comic on their own.
In the comic, Vanya is dealt with by Number Five shooting her in the head while she’s distracted in the final fight. She lives, and regains consciousness eventually, though she can’t remember who she is (or anyone else), she’s paralyzed, and maybe a little brain damaged. She’s around in the second volume, but doesn’t play a major role.
In the comic Vanya’s destructive power is also tied to her music, but I don’t think it was explicitly tied to her focusing on sound and somehow channeling or amplifying that. I’m pretty sure in the comic her destructive power came from within and just took the form of her music, whereas in the show she was sort of repurposing what she could hear, and so in the end she was using her own music but we had seen her doing that with the wind, with her heartbeat, etc.
So I thought Allison deafening her with a gunshot was a brilliant way to disrupt her power, and specifically Allison being the one to deal with her and in that way felt more true to the relationships developed over the course of the show. She was the one closest to Vanya, closest to salvaging their relationships, and she found a way to stop Vanya without actually shooting her.
But then there’s the moon: Long story short, in the comic Vanya at that point has been pushed over the edge and really is ready to destroy the world; in the show she’s reckless with her power but it really seems like she’s only out to get her revenge on the Umbrella Academy. Hitting the moon and triggering the world-ending cataclysm looks like an accident on the show, an unintended consequence of her losing control of her power. While it was a pretty cool visual, I think the show would’ve been better just skipping that and removing the need for last minute time-travel escape in to “resolve” it.
In the comic, Klaus has a lot more powers throughout the series. He’s not only able to communicate with the dead, he can also possess living people, and he’s telekinetic. Also he can only do all of this if he’s barefoot. ¯\_(ツ)_/¯ He mostly uses his telekinesis in small ways like floating around instead of walking, and the big shock in the finale is that none of them realized how powerful he truly is until he stops the entire moon chunk from hitting the Earth. Still a bit of a deus ex machina, but no time-travel shenanigans that potentially invalidate things that have happened so far.
All in all I was pretty pleased with the finale, but I sympathize with everyone who wishes it didn’t end on a time-travel deus ex machina.