Testing The Length Of Reader's Loyalty

Can testing the length of your reader's loyalty by axing a beloved character go too far?
This is a somewhat unconventional post for me here on Writer's Alley. As you know, I normally talk about picture books all the way to young adult literature and mingle in a post about motherhood every-so-often. Not today.
Well, kind of but not really. 
I will eventually wrap the dragon's tail back to its children's storytelling head and tie everything in a neat little KidLit bow. But indulge me for an adult second, if you would. 
I'm going to use an example of storytelling from an adult tale that I recently was forced to ponder. This particular story is from a series of books, but I've been introduced to it through television - the HBO series Game of Thrones. (If you watch the show, great. If you don't, it really doesn't matter for this discussion. This isn't about the show, but about a method of writing. HOWEVER, if you watch the show and need to catch up you might want to stop reading in case I toss in a spoiler or two.)
There are a few First Rules of Storytelling I've gathered since I began writing full-length tales. 

1. Strong opening - show, action, in-the-moment, current world
2. Intriguing world building - visual, unique, eventually changes in some way
3. Memorable main character(s) - multi-dimensional: emotionally, physically, mentally, spiritually, economically - be real 
4. Distinct voice - adds to MMC's appeal
5. Agitating Antagonist - love-to-hate, hate-to-hate, hate-to-pity, etc...Endless possibilities

Very simple and brief. We can expound upon those forever another time. Today I want to focus on character(s). And for a series like Game of Thrones there are a multitude of vital MC's via numerous story lines, thus the reason I'm not solely focusing on one MMC from #3 above.

We all know that developing a character isn't all about making him a positive entity or complete eye-candy in a story. Frankly, loads of us rather create the antagonist - the villian, the evil-doer, nature-gone-bad. They're fun to 'play' with and toss at your MC for an intriguing reaction. But both Hero MC or Vulgar Antagonist must have layers to his personality, beliefs ...See #3 above. You need not look hard to find either in the numerous story lines within Game of Thrones. There are so many strong characters carrying so much personal baggage it's almost insane. And beloved. We adore that. 

OMGosh, I hate that character ... That did not just happen to him ... I feel horrible for her ... I could go on and on with emotions conjured by witnessing the boulders tossed at some of these characters. As watchers and readers we hate, love, despise, pine for, encourage, chastise, cheer on, and grow with each fictional life. We take ownership of them, feel responsible. We are moved, which is awesome! 

And despite times when writers take a beloved character to a dark place we never imagined, we understand it's necessary. Life isn't easy. It doesn't hand out a warm blanket when your car breaks down on the side of the road during a snowstorm. And it surely doesn't deliver a fully-cooked turkey dinner to you when you already spent your paycheck for the week on bills and have nothing left to buy food. 

Writing in hardships for our characters is the main ingredient that makes the world they live in tangible. Their reaction makes them real. It gives a watcher/reader something to grip on to, relate to, and escape into. But is it possible for a writer to take a beloved character too far down a dark road of no return? Is it possible, especially within a story like Game of Thrones with a multitude of MCs, to create a character who is untouchable, who isn't expendable, and who death should never come for? This is fiction, where all things are possible, right? But are things all possible in fiction for your story to survive ... really?

If you're creating a franchise, a story monopoly, do you think it would be wise to take one of your most successful story lines and abruptly end it? Kill it off, even though a lot of your popularity and the popularity of the tale rides on that story line/character? 

Yes, I'm referring to the Jon Snow debacle from this week's episode. I am a firm believer that reality must happen in fiction for fiction to be reality. But killing off Jon, at least for this fan/writer, was a wrong choice. As a reader, I NEED at least one reliable within a story. Everything can't be chaotic all the time. It's like in childhood, when I needed my toy stuffed frog. (I like frogs. So what?) Someone could have poured dirt in my hair in the sandbox or bullied me off the swing at the playground. I might have had the flu or lost my TV privileges to my younger brother. At the end of the day none of that mattered as long as my frog was with me in bed to sleep. All set right with the world. 

So, yeah, maybe Jon Snow was my stuffed frog. (Sounds wrong, but go with me here.) As a viewer, I need him. His character is my anchor, my steadfast, my assurance that when all else goes wrong the world still has something right in it. Does that mean that Jon Snow's existence within the story should have been void of heartache and tragedy? No way. Up until this point in the story, whether television or books, Jon traveled a road of potholes, twists and turns, battles, uncertainty, and disappointments. At times, it was hard watching him struggle as he had to, but it was necessary for his growth, the forward progression of the story, and to stabilize the other story lines. 

What made JS untouchable to extinction/death for me? His character was longing, jaded, tainted, torn, suffering, lovable, honest, gentle, lonely, strong, selfless, and brave - the pinnacle of multi-dimensional we all strive for in developing characters. Mostly, he held integrity like no other. And in a stained world like Game of Thrones, integrity is rare. But desperately needed in the small doses that Jon gave. 

Rumors that his character really hasn't met his end and will somehow be resurrected began surfacing directly after the infamous episode ended. If they're true will I feel differently? I'm not sure. If so, I might eventually catch up on story lines and start watching again, but never with such fervor and passion as I did before. I am now a distrusting viewer/reader. 

I feel betrayed by the writing, almost jaded like How dare they do that to him? He's the story's one and only steadfast. What kind of roller coaster ride do they think I signed up for? Now mind you, I was a viewer of The Red Wedding, which was absolutely devastating. It took me three boxes of tissues and a week to recover from that episode. But, despite my horror of losing some of the most beloved characters that make up that story, I was able to find value in their ending and move forward with the show. 

At the end of Jon's death scene - which was totally lame and felt like an afterthought, btw - I made no noise. Didn't scream or cry or anything. I simply turned off the power and whispered under my breath "I'm done." 

What do you think? Is it possible to create a character who is not expendable, maybe one you can bend and prod and twist and burn but who is untouchable and imperceptible to death for the good of the story and the love of your readership? How far can you test your reader's loyalty to your story?