I think it's weird people WANT to see people be murdered and act like it's writing 101 or something. Hope ya'll never watch a Hitchcock movie... or this show which has killed several people off camera already and paid it off to great effect w The Hound.
I think the point is that the show has made so many fake-outs (and George did too in the books) that no one really 'trusts' a death unless they see it. If there's a fake out maybe once or twice over the course of a long series it is effective. If you do it every other episode (okay, slight exaggeration - it felt like George did it just about every 3 chapters in the last 2 books though) it just becomes corny and stupid. It ruined Jon's death in the books for me because he'd fake killed off Arya, Tyrion at least three times each by then and multiple other characters (Davos, Bran/Rickon, Benjen, etc.) at least once.
The point is, unless you see them actually dead there's no point in believing it in the show or the books and it's stupid and leads to questions about every off-screen death.