Knowing what was coming didn't help! It was still brutal and awful to watch these people die, especially at the hands of an odious prick like Frey. (Who, you gotta wonder, just why the rest of the Seven Kingdoms at one point just didn't rally together to wipe out on general principle. What a dick.)
Seeing the TV show only viewers go through what we book readers did, though, ahh, that's priceless. If people are really going to boycott a show that proved no one was safe when Ned got knocked off in season 1, well, their loss.