Windows 11 itself shouldn't cause any physical damage to your GPU card or PC in general.
Now if you have a bad hardware driver could, on very rare occasions, damage your PC or you had a defective hardware that just happened to go bad while you had Windows 11 installed.
But Windows itself wouldn't cause any PC to be damaged unless you already had a defective hardware or a hardware in your PC that was going bad.
Actually you are the first User to mention that Windows 11 caused your PC failure by burning out your video card. Most likely it might have been a corrupt or bad Video Card driver. Or defective PSU giving out bad power, or simply your GPU card went physically bad due to overheating issues or power issues or Customer error, as an example only.
So I wouldn't be scared to install Windows 11 again. Just make sure you have a sound PC when installing the Operating system.
