If they start just extending things to let GRRM finish the books they run the course of a) the actors playing the children (Arya, Rickon, Bran, Sansa) growing too old to be believable kids, b) losing actors in renegotiations because they want more money or just wanna try something else, or c) the show becoming stale or wearing out it's welcome and getting canceled.
Also, second season didn't end with Dany. It ended with the three blasts of the horn.