Fantasy images human invariants: even in this world with magic/elves/undead horsemen/feudalism, people are like this. So what does Game of Thrones have to say about what people are like?
It’s a collection of fables of individuation. George Martin sets up expectations with respect to characters’ individual destinies, and generates narrative energy by frustrating/fulfilling them (an awful lot of chapters end up with someone apparently getting killed, who later turns out not to have been).
Game of Thrones’s point-of-view chapters concern characters who have individual destinies (which may or may not be thwarted, derailed or violently curtailed). In the background are “non-player characters” who are basically survival machines with rather poor chances of survival. The separation is similar to that enforced (in an ironic fashion) by E. M. Forster in Howards End: “We are not concerned with the very poor. They are unthinkable and only to be approached by the statistician or the poet. This story deals with gentlefolk”. So, one of the invariants preserved within Martin’s fantasy world is that of the bourgeois novel.
Now, I love fables of individuation, stories about how so-and-so is separated from their social self and forced, through exile and hardship, to become their true self. Such fables are vectors for social investigation (suppose you can’t be “you”: what then?) and the pay-off - revelation of true-selfhood in crowning moment of awesomeness - is typically deeply rewarding. But fables of individuation require a background population of selves held to be identical with their social presentation: inert human material, typically divided up according to established social stereotypes. A world full of “players”, with no “non-player characters”, would be impossibly busy and complex and…well, non-fantasy-like.