After seeing main characters like Ned and Robb Stark get brutally murdered in the first few seasons, Game of Thrones established early on that no character — no matter how beloved — is immune from the chopping block (although Martin's wife supposedly threatened to divorce him if he ever killed Arya, so she might be safe).
"Central heroes don't have any particular claim on immortality. In fact, we could argue that the notion of 'central heroes' is one of the fantasy tropes that George's books have so brilliantly exploded," showrunner D.B. Weiss told THR when speaking about which characters will make it to the conclusion of the series. "In traditional fantasy, when the forces of darkness are arrayed against the armies of light, everyone knows who's going to win. And that's one of the elements that bored us about traditional fantasy: the predictability of it."
