GRRMs tendency to kill off characters is well-documented and can be pretty upsetting, but I don't see any of them as being arbitrary. A friend who's a huge fan said something several years ago about his writing style WRT characters that I found pretty insightful:
In high fantasy (well, most fiction in general, really) we expect characters to get what they deserve. 'Good' characters survive mistakes, 'bad' guys have even the most intricately laid plans fall to waste. Most stories are morality plays, after all. In ASOIAF, characters don't get what they deserve, they get what they've *earned*. Actions and consequences play out with brutal disregard as to how nice or noble someone is.
The MWW gives us a bit of this as well, and I definitely in the long run prefer his somewhat less brutal style. I've re-read RFCs books an order of magnitude more than GRRMs. But that's not to say a new ASOIAF book isn't a treat... it's just not as tasty as a MWW treat.