Grey Worm managed to survive the siege of Winterfell and sack of King's Landing, despite a lot of fans having the commander of the Unsullied on their death lists. But after half-heartedly accepting Jon Snow’s banishment to the Night’s Watch after Jon killed Daenerys, Grey Worm set off to protect the Isle of Naath, Missandei’s homeland.
But there's one problem with Grey Worm's plan. The entire Unsullied army will probably be dead within a year of arriving. Why? According to The World of Ice & Fire: The Untold History of Westeros and the Game of Thrones Naath is an island in the Summer Sea.
Missandei and the rest of the Naathi are described as pacifists, who will refuse to fight even when threatened. That makes the island an easy target for slavers, and helps to explain how Missandei ended up as a slave in the first place.
Despite their pacifism, the Naathi have resisted multiple attempts at control. The island is infested with deadly butterflies, which the locals have grown immune to, but which will kill any outsider.
According to the Game of Thrones wiki, here's what the Unsullied have to look forward to.
“A large species of butterfly on Naath is a carrier for a horrific disease that makes the flesh literally slough off of a man’s bones, but the Naathi themselves are immune to it. For centuries, would-be foreign invaders would end up succumbing to the ‘butterfly fever,’ and the Naathi say none maintained a presence on the island for more than a single year.”
While the disease was never mentioned on the show, Nathalie Emmanuel’s name appears next to a butterfly in the show's opening credits.
In short, the Unsullied are dead.
Missandei and Grey Worm did discuss returning after the war, with Missandei saying that she wanted to go back home and Grey Worm saying that he would join her to protect the island.
They smile tenderly at each other, but Missandei doesn't warn Grey Worm about the butterflies...