As a software developer, I agree with Amazon on this one. Software should never cause hardware to run past their limits. If they do, that's because they stumbled across a bug that allows them to. Such bugs should be squashed as soon as possible, as they can be exploited by malware for various purposes.
You could argue that the malware is at fault for killing your hardware, or admit that your hardware has a flaw that allows malware to do what it wants.
If you guys don't want to play New World, that's fine, nobody's forcing you to. I don't want to play the game either, because I have 0 interest in MMOs, much less New World. But suggesting Amazon must fix New World is <Mod Edit>. So what if you do fix New World? Tomorrow, we'll have a new class of malware called: "Threatware" that'll threaten to kill your GPU like New World did, and it'll work because we still haven't fixed our GPUs.
This thinking is like 99% of beginner programmers'. "Oh, my software crashes! Let me put this in a try-catch real quick, then it won't crash anymore... wait, why is my software not behaving like I want it to anymore?" Because you chose to ignore the bug, rather than fix it.