I have to wonder if HBO just plays these games in order to encourage fans to buy the merchandise and spread the good word about the shows. After all, HBO knows that we know that these shows aren't exactly their huge hits in terms of audience draw, so HBO can only benefit by making us wait in anticipation really. People buy the DVDs, recommend the shows to friends, etc. Even if HBO knows it will renew the series, why tell people that before they really need to?
As for me, I would love to see Dan Knauf's complete saga unfold, but I don't want it to get cancelled halfway there. This needs a proper conclusion, so I wish HBO would at least tell Knauf whether he'll get the full run or not. If they want to keep us in suspense, fine, but I'll be super pissed if the show just ends without a resolution, especially since this season seems to be heading towards a [potential] natural ending point.