People love to overreact to these sorts of things. That being said, GoT goes against 95% of the other TV shows out there. When Ned was about to be executed I was as calm as a cucumber. It didn't even occur to me that there was remote possibility that he'd be killed. Even when it happened I didn't fully process it. Then after 30 seconds or so you're like 'OMG WTF JUST HAPPENED!'
Red wedding was similar, not so much because they killed off a main character, but the manner of it all. His pregnant wife got stabbed in the stomach ffs 😆 On top of all that they prematurely ended the plot that was every so slowly developing all season just before it got to the good part.
The last episode wasn't that shocking or surprising, just gory and a little gutting to see the guy you like being killed in that way.
I think it's all genius in a way. As shocked and annoyed people are (or pretend to be for effect), they'll still keep watching until they get some closure.