I can understand this. Reading the books, the characters are more fleshed out so you have more empathy and connection to them so you take sides and are shocked when they die. In the show, it's hard to feel loyalty to any of the factions, particularly when they all seem either horrible or dumb and die off so suddenly. But I guess that's the attraction; the characters are very human and given to doing dumb stuff that gets them killed. Unlike in other shows, people actually die when they do dumb stuff.