This is so true lol. George Martin is a sadist bastard when it comes to killing off characters. Though I would argue that you feel the deaths from Harry Potter more than those in Game of Thrones. Martin writes with an air of detachment which is probably the only way he can stand to kill so many characters and we the audience can continue reading after brutal massacres of our favorit characters. Rowling on the other hand brings you very close to all the characters and makes you love them, so when they die you are absolutely devastated.
I do wonder if anyone will make it all the way through the Song of Ice and Fire.