I had watched the show before I picked up the books but I absolutely remember this scene making me want to pick them up... so many shows before this there was this expectation of immunity for the main characters, and they would constantly give out these 'cliffhangers' where the end of the episode would have some kind of fakeout death where, rest assured, they'd get saved at the last second. It almost became this sort of clickbaity trope/emotional manipulation to get you into the next season, and once you recognized it you stopped feeling the tension the same way in later adversity... the main character could even be fighting a thousand enemies or something. So when the show teased your hopes with Cersei planning to let Ned take the black and then it actually went all wrong... I was just really impressed the story had the guts to pull off the twist.