When it comes to TV most people are accustomed to watch heroes win over the villains. It is the same narrative as with religious texts and popular mythology.
Most people can't handle the harsh realities of life. The fact that most heroes are villains and most villains heroes. The fact that we are more or less the same and driven by the same flaws. People got used of heroes saving the day and marching into the sunset in a newly created world of justice that will bestow a better tomorrow.
Episode 5 was probably the best thing I have watched recently. It shows the realities of war, leadership and the fact that it is all a game without rules.
Many people are petitioning for a season remake for various reasons. Mainly it is because they don't like to see their favorite heroes become villains. Mainly because at the end one of the most benevolent characters of the show turned out to be not so nice when she had her family killed (much like Cersei).