Becuase were invested in it. To be fair I enjoy watching the show. It's just that I hold it to high standards (like the first season or two) and it regularly falls short of that. I'd even suggest it's pretty consistently dipped in quality over the seasons. Still, it is great fun and as I said, one is invested in it as a whole.
What I will say is that I don't connect with its characters enough as others do. For example, all these characters they were giving emotional space to, I really don't care much for. But that's a theme with GoT, for me. My peak emotional investment was during the Stark Vs Lannistor seaosns 1-3 period. After that, I've always felt the show has had a vaccum of interesting enough characters/stories for me to identify with, other than Tyrion who until season 6/7 was a magnificent character. I never felt the others were quite as interesting as the show wanted me to believe they were.
So yeah another moan