I'd say a lot of the issues are scale. The Sopranos was about one relatively minor crime family in New Jersey. It was ultimately about one flawed person named Tony Soprano. Game of Thrones has to be about supernatural wars in the ice, a dragon queen conquest on another continent, a medieval war, intrigue in the capital, and god only knows what else. There is no main character here or anything close to it. You just cannot get that same focus.

Really the show has been at it's strongest when it was mostly about King's Landing. Season 1 almost had a main character with Ned, Season 2 almost had a main character with Tyrion. Season 3 and 4, though not as centralized, was the Lannister soap opera. You had strong characters manipulating and lashing about against each other, all competing for control of the throne. Everything else always felt like a sideshow to that, especially in the last few seasons.

This season has been especially weak partially because King's Landing is no longer the center of the action, it's just another background situation in a show full of them. Dany and Jon are too far away from the main action yet to be the center of the events, and unfortunately, Cersei's lunacy in King's Landing has been really cut down - no sleeping around, not as many sycophants, and the show has been keeping her away from the audience. In Feast we were inside her nasty little head, here she remains away from us behind her bitchy frown mask. (Which is odd since the season began with Cersei's flashback, yet she has probably had as much screentime as Ramsay.)

So Game of Thrones is just a more difficult show to pull off, and it's been hit or miss at times - Robb's romance and Theon's torture porn scenes are particular low points for me personally. But it has been a very good show with very good actors. This is the weakest season by far though, which is to be expected from very poorly organized and unfocused books such as Feast and Dance were.