Rapists attempting to rape...how outrageous!
The Wall is essentially a prison. A prison that now has no warden. If it hadnt been for the battle and Jon and Stannis and his army she would have been raped before now. And she's been told not to wonder by herself setting up a possible rape or attmpted rape down the line. So I dont think its surprising that this hapened not long after Stannis and Jon left. If everybodys precious flower Sansa hadnt just been had by Ramsay last episode I doubt anyone would be taking issue with this.
Its like part of the fanbase has forgotten what this show is or the world in which it takes place. Women get raped a lot in westeros. A woman wondering around Castle Black is in danger of rape. In high danger. And now that Jon and Stannis are gone nothing is stopping the guys from trying to get a piece of Gilly.
Could be wrong, but I think Sam is going to leave the Wall with her by the end of this season for her own safety. He knows that they arent safe there. Thorne has already threatened him. This is just one more thing thats confirming that Sam and Gilly arent safe.