I think it's because in the books we're seeing the makings of all the revenge that's about to happen, so we know all of this terrible shit that's happening isn't for nothing/shock valaue. In the show there's nothing there, it's just drama piled onto drama until one of the good guys kills a bad guy and then we're happy. For instance in the book we have
small book spoilers
the Manderlys, Stoneheart, the Ghost of Winterfell, Mance & the Spearwives, "the north remembers", Blackfish escaping Jaime, "vengeance, justice. Fire & blood", Stannis' flaming sword etc. Then on the show we have Brienne sitting in a trailer and... a corkscrew.
small book spoilers
the Manderlys, Stoneheart, the Ghost of Winterfell, Mance & the Spearwives, "the north remembers", Blackfish escaping Jaime, "vengeance, justice. Fire & blood", Stannis' flaming sword etc. Then on the show we have Brienne sitting in a trailer and... a corkscrew.