First of all I'll throw it out there, I'm convinced that 3/4ths of all the reactions to the Red Wedding was merely mass hysteria. Hyperbolic reactions on social media became a game of trumping everyone else's "Ohmygodthisisimpossible !!!" reaction.
GRRM didn't invent this, it's been around for years, a good example is "The Great Silence" a 1968 Western where the main character called Silence, had his throat cut as a child and is now mute goes on a revenge spree to find the murderer of his parents. When he confronts the man things don't go as you might expect. More recently Lexx had the obvious hero killed in the pilot to be replaced by a dweeb.
GRRM is not even the first to question the tropes of Fantasy, writers like Moorcock or LeGuinn addressed classic stories like "The hero who rises to be king" or the "White Saviour" in their work.
GoT in many ways is to Fantasy what Watchmen is to Comics. It asks itself "What would really happen ?"
In Tolkien, Aragorn is destined to be the one true king and rule wisely until the end of his days. GRRM rejects this and asks "What is his tax policy ? Will he take the grain horded by the rich land-owners if there is a famine ? Will they try to rise against him for.
Watchmen took the filter of realism to superheroes and revealed it was nor going to be a pretty picture. Masked vigilantes are not a pretty bunch at the end of the day.
GoT is partially based on historical events, the Wars of the Roses and unlike reality the good, competent ones were rarely able to stay alive long enough to make a difference.
This is why the Red Wedding shocked so many people, they expected a traditional narrative with clear arcs, it was obvious that the various contenders were no match for somebody like Rob Stark who was not only very conspicuously the better man of the bunch, he had a righteous cause to fight for.
And then he gets murdered. Brutally.
In more traditional stories, he might survive in secret going through a "low point" arc and emerge as an even greater hero to achieve his destiny, except he didn't.
Look at all the people who struggled for power. Mad King Aegon trying to hold onto his crumbling power even if it meant sacrificing an entire city.
Robert Baratheon who in most works is the brave leader of the revolt, but ends up being more revolting than anything else, whoring, eating himself to an early grave, cuckolded and leaving an empty treasury after years of bad rule.
His brother Stannis who has the claim and the backing of Melisandre who burns a path for him with charred corpses in their wake only find out her unwavering belief and dedication was for nought.
Tywin Lannister, a man who believed himself a master of machiavellian politics, always an eye on the big picture, a chess-player who didn't even notice one of the pawns refused to play and showed up in his bedroom with a crossbow.
Olenna Tyrell tought she could intrigue better than anyone else, but was caught, despite having the best plans.
Bitter, angry Littlefinger who wanted to bring down the nobles for their vicious arrogance, another failure.
Mance Ryder, leader of a righteous rebellion, fighting for a just cause, for nought.
King Jeoffrey is a madman, who takes absolute power for granted without any regard for those he might offend.
Cersei, who desires power, but has no clue as how to use it, lashing out brutally but without results.
The High Sparrow, a man who had an army of the most fanatical followers, ready to die for his cause, so certain of his own unstoppable power gets blown up.
And even Daenerys who everybody had tipped in having her bum on the throne as money in the bank as the safest bet possible is now finding out that even those who delude themselves that they are the rightful monarch, that they are better and more enlightened than the others can be still be a monster.
No matter your modus operandi, be it ice cold calculation, intrigue, fanaticism of the highest degree. Unwavering belief, righteous indignation all the themes that in traditional fantasy will give you a full arc are taken down one by one by GRRM.
Sometimes it's dumb luck and it's the ones that don't want power that end up getting it tossed onto their lap.
People are now complaining that "This is not Jaime's or Daenery's arc !!"
Everyone saw Jaime as the redeemed villain, but there is no redemption in real life, you can try to atone, but your deeds remain, no matter how good you try to remain afterwards. His arc was to die with his sister.
Daenerys from a purely narrative point of view never fitted the story, if GRRM repeatedly makes the point that hoping for some ordained path to glory does not happen, why should he make an exception for Daenerys ? She was either going to die tragically or be the final big bad.