Sometimes I think that Mr. Martin is some kind of high level, very clever troll... (U mad, reader?)
Heh. I don't think it's so much that as GRRM throws all the laws of dramatic convention out the window. We're so used to our heroes getting away with so much because, well, they're the heroes. Typically, if anyone else tried to do what they do, they'd end up with their throat slit and a dozen knives in their back.
I think GRRM wanted to say, "let's turn all these characters lose in this crazy fantasy world, step back, and watch what happens." And I think he's stayed true to this, for the most part (obviously Daenaerys, Tyrion, and/or Arya are the exceptions). This leads to a particular amount of reader grumbling, for example
when the Hound dies and we only find out about it after the fact
but it makes sense in the circumstances, and I have to respect that.