On the topic of thestrals, this continues the theme of “mundanization” of magic found in the last book. The first books are all wide-eyed wonder at magic: carriages that pull themselves, a majestic feast that magically appears on the tables. Now we pull the curtains back and realize that those are the results of the work of creatures, not some fantastical spells.
In addition to the ethical questions this raises, it also somewhat diminishes the notion of magic as this be-all-end-all super power. While I dislike this trajectory, I think it is coherent with the darker tone of the later books and is another way of demonstrating the loss of innocence of the main characters. The HP novels are about growing up and what is growing up if not the loss of magic?
I often thought the same metaphor might apply to the elves leaving Middle Earth as well. Growing up is sad in some ways but also beautiful.