The Song of Ice and Fire books are so compelling because of how they show how myth are borne from history, which history is a story written by the victors. As readers learn more details about that history, it unpeels those details and complexity of the various players' motivations like an onion. That onion, was slowly roasted over a spit in with a goose so that the fat dripped on the onion while cooking. When paired with a hearty black bread and refreshing pint of ale.
Aside from unnecessarily detailed interludes about food (and a willingness to sprawl the scope of story), A Song of Ice and Fire is keenly aware that the powerful generally treat the powerless with little regard. With Game of Thrones, the politics and conflicts of the powerful were the focus of the storytelling.
A Knight of the Seven Kingdoms, the HBO adaptation of the Tales of Dunk and Egg, may be the most effective adaption yet from this world. Unlike Game of Thrones, where the scale and scope do make it feel epic, A Knight of the Seven Kingdoms is compact. But within this frame, it effectively highlights two of the biggest fundamental truths, that the powerless are often trampled by the powerful, and pre-modern times were not pleasant.
The focus on a single storyline allowed A Kinght of the Seven Kingdoms to show this world without the need to introduce as much plot and the storytelling benefitted from that.