One of the first major twists of Game of Thrones that establishes the show's grim, initially unpredictable (unless one had previously read the books) nature is the unjust execution of Lord Eddard "Ned" Stark near the end of the first season, Eddard being one of the only "honorable" characters in the show (he is fond of the word honor). When he confronts Cersei Baratheon/Lannister about her son Joffrey's illegitimate claim to the Iron Throne, his allied guardsmen betray him, and he is arrested. After a short time, he is publicly beheaded in King's Landing on false charges of treason.
There are characters in Game of Thrones who receive fates that are deeply unjust despite their own evil deeds (the slave traders of Meereen deserved death, but no one deserves crucifixion of any kind), and there are also characters who are killed because they refuse to endorse tyrants. Ned Stark is among the latter. It is his death that serves as the spark that ignites the War of the Five Kings, but he was not killed because of any genuine offense, contrary to the false charges of treason brought against him--not that treason is immoral in itself [1].
Ned Stark is a clear secular example of how a righteous life does not mean someone will not be wrongfully manipulated, slandered, or killed. Ned had his own intellectual and moral failings: despite outlawing the flaying of prisoners and the slave trade, his patriarchal ideas kept him from being truly egalitarian towards men and women, and he overlooked pragmatic ways to handle his trials without violating his obligations. All the same, he is a beacon of morality compared to most other characters, and his general moral soundness did not save him when the crowds of King's Landing cheered for his murderous execution.
In this way, Ned Stark is the Job of Westeros, a person who is committed to what in most cases amounts to justice even when others insist that he violate morality to save himself. It follows from the possibility of a disparity between a person's moral character and their treatment by others that the reason why someone should strive to do that which is morally obligatory (if such a thing exists) is not personal gain or security. Not only is something that is obligatory binding by its very nature, but living righteously is not a shield that thwarts every occasion of difficulty.
Death and pain can visit people who have done nothing wrong, as the stories of Job and Ned typify; evildoers can live successful, healthy lives. Moreover, there are certain acts, like rape and most forms of torture [2], that are Biblically unjust and wicked no matter who they are inflicted upon and no matter the motivation for doing so. On every level, there is no necessary connection between a person's actions and the justice, injustice, or seeming randomness of his or her life circumstances.
Ned Stark was not as rational or just as he could and should have been, but he is one of the only characters in Game of Thrones who is not a thorough tyrant, egoist, or other kind of fool. His primary folly was simply failing to be pragmatic without betraying morality--and yet he is killed before the end of the first season to exemplify how moral superiority can actually make it easier to victimize someone, deviating from fantasy tropes to the shock of many viewers. The realistic darkness of Game of Thrones communicates many things to viewers, but this is one of its most important themes.
[1]. https://thechristianrationalist.blogspot.com/2020/05/the-situational-legitimacy-of-treason.html
[2]. https://thechristianrationalist.blogspot.com/2016/12/bible-on-torture-part-2.html
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