Game of Thrones really had a penchant for introducing great characters with fully fleshed-out backstories and interesting goals, then killing them off. While this made the show unpredictable, I'd argue that it came at the expense of some great potential storylines (that actually may have been better than the ones they ended up with). The show did this especially with those who rose against the Lannisters — I so badly wanted one of these cunning characters who truly seemed a match for them (like Margaery with Cersei) to actually outmaneuver them — but it was as if they had a weird plot armor.
Oberyn is a great example — he was such a charming and engaging character, and his tension with the Lannisters led to some really interesting moments, like the amazing scene where he agrees to fight for Tyrion. Oberyn's death is brutal, even for Game of Thrones, and frankly, I think it went a bit too far. Overall, can you really blame me for wanting more Pedro Pascal on my screen?