There are some very strong statements here but some things just do not seem to add up.
I think we don't know enough about the situation. I can see at least two possible reasons why Molly's situation might not be as bad as generally assumed.
- IMO, it's not certain that "soul" in the sense of what a wizard sees when they do a soulgaze is the same as "what goes on to the afterlife". Bob in GS talks about the soul and spirit being two different things, but they combine and become something else when a mortal dies. So it's possible that Fae-who-used-to-be-mortals have their soul transformed sufficiently that it won't register on a soulgaze, but it still exists in some form, enough to go on to the afterlife.
-Molly may not be Winter Lady long enough for the process to go to completion. There seems to be an Outsider-related apocalypse coming; the destruction or radical transformation of the Winter Court could be one way that would start. It's possible that Uriel has enough foresight to expect that.
(I also like the idea of Winter being destroyed because it would seem to fit the "what causes Harry more trouble" theme... Harry finally gets out of the Winter Mantle (because Winter is destroyed so there's nothing to fuel it) but then has to fight the Outsiders without it...)