Game Of Thrones does something much cannier, in that it all but forces us to see things from multiple points of view. We really like the Starks, but if they ever got hold of Tyrion, they’d probably have him arrested for treason. We really like Tyrion, but he’d almost certainly kill some of our other favorite characters. We really like Dany, but she wants to kill everybody.
Best description of the appeal of Game of Thrones I've found. I can't think of another TV show that is quite like it in that regard. Maybe The Sopranos, if it had developed the FBI agents more.