"Why does this keep happening to me?"
There have been numerous great books (and even mediocre books) made into great movies over the years. In my life, however, I have only seen one film that successfully managed to capture a book both in spirit and in fact. That film, Lonesome Dove, a mini-series made from the book of the same name by Larry McMurtry, took liberties with its source material, as every filmed adaption must, but it was, by and large, eminently faithful to the text from which it came. A great number of scenes were transferred from page to screen mostly intact, while at the same time the spirit and character (and characters) of the story were exponentially increased simply by the seemingly simple task of thoughtful and talented people taking great care to make sure every image and characterization to be filmed was laden with as much subtlety and subtext as can be packed onto a television screen. It took every one of 384 minutes, but a talented cast, working from a detailed script, managed to convey all but the barest handful of elements and themes---the spirit, if you will---of a massive, sprawling literary work.
The thing about book to film adaptations that has always mattered to me is spirit. This has changed over the years, as cable stations such as HBO have been able to spend dozens of hours adapting novels of various genres, but, by and large, what I am looking for in any adaptation is that it remains faithful to the spirit of the novel, regardless of whether it need take liberties with the text. Characters can be excised and/or combined; events can be skipped or compressed; locations can be added or deleted with abandon---but if the show/film sticks the tone and message of the source material, then I am usually inclined to judge it favorably. Slavish recreation rarely is a virtue in and off itself, while massive changes carefully wrought can often convey the themes and subtext of a novel as well, if not better, than the book itself did. Certainly the early Harry Potter movies, with their maladroit beat-for-beat recreations, are an example of the former, while Lonesome Dove, or The World According to Garp, another long time favorite and one of Robin Williams first movies, are excellent examples of the latter.
The question here is, which of these is HBO's Game of Thrones? And the answer just may be that it is both at once. It may just combine the best of both mediums.