In Penny Dreadful, the heroine enacts one of the ancient archetypal themes: female trespass of male boundaries, leading to death and destruction.
Although the boundaries she crosses are not racial ones, as do the Eve/Pandora females in Jewel in the Crown, last night she refused to take the sage advice of men with actual battle experience, to wait until daylight to invade the witches' castle. Due to her superior sense of passionate righteousness, she snuck off alone. Of course, the stupid men went after her.
At least one of the crew is now either dead or been infected with a curse. All because she, like her sisters, is a special special snowflake, exempt from the domineering ways of men. And it's always the men who die because of them.
Of course, missteps and boundary breaking make for more exciting plot lines. But one ought not forget even the fictional disasters that Eve and Pandora specialize in providing for us.
As for real life...