It's not exactly uncommon for people to emotionally invest in fictional stories they love. We've being doing it for, well, ever.
I know, I was devastated. What's the point of watching then if you don't get emotionally involved? It's what taps into our humanity.
I don't watch just because it's the 'cool' show etc.
Watching these reaction vids, one thing is clear. The book readers knew about this episode and what will happen all this time.
Every single post about speculation, and battles at Casterly Rock, about how the North has a chance, how the Lannisters would lose. They always knew it to be not true.
I wonder how much else they know, about what's yet to come. I couldn't imagine knowing what would happen to Ned, people like Renly, seeing Lord Mormont get betrayed, what happens to Robb, his wife and his mom, and still want to keep watching. I almost don't want to watch today's episode. It's like the joy was all sucked out last week.
I don't think anything else can really shock me anymore. The damage has been done. I couldn't imagine having read the books all those years ago and then watching and waiting for this scene to come.