If you break down motivations and mistakes, every major character in Game of Thrones died for the same reason. Though their respective deaths were certainly unique in terms of sheer morbid creativity, the reasons they died narrow down to a single, simple, and fateful explanation.
Since the very beginning of Game of Thrones, unexpected deaths were part of the norm. Season 1 famously saw the death of Ned Stark, a character set up as the show's traditional main character. As the inaugural season progressed, though, despite his satisfying impetus suggesting he might actually succeed in his mission to expose all of King's Landing's dirty secrets, his fate turned out to be as good as sealed. Not even lasting to the season 1, episode 10, King Joffrey Baratheon sentenced Ned to die, and the rest is Game of Thrones history. Though Ned's journey was a noble one, he sealed his fate from the get-go; and as the entire series would prove, so too did every other major character on Game of Thrones who didn't make it out alive.
Game of Thrones is as layered as its final season was divisive, but the fates of its characters all come down to a single point, which may as well as sum up the moral of the entire story: each of them put all of their eggs into one basket. They each went all-in on a single ideal or end goal, offering them nothing more than nearsighted expectations. And, because of this, they may as well have sealed their fates. Each major character in the show lost the game of thrones by their sheer unwillingness to compromise, adapt, and evolve.
Ned Stark was unwaveringly committed to honor. Lord Varys was only ever concerned about the realm. Cersei Lannister wanted power out of spite. Stannis Baratheon was arrogantly self-serving. The High Sparrow was devout to a fault. Oberyn Martell let revenge cloud his judgement. And both Daenerys and her brother Viserys wanted nothing more than to sit on the Iron Throne and rule. Additionally, in some cases, characters weren't just motivated by values or goals, but people, like Jaime and Jorah uncompromisingly devoted to Cersei and Daenerys, respectively. These deaths show that Game of Thrones isn't just a story about war and royal claim and dragons, but a cautionary tale about the dangers of relentless inflexibility.
Of course, there are arguably exceptions. Missandei was a major character who was killed off, but her endgame was less about following Dany than it was freedom and peace; and Tommen Baratheon might have been too young to form a legitimate point of view, but even then, audiences witnessed the beginning of this theme when the High Sparrow successfully took Tommen under his wing.
The characters who survived in Game of Thrones changed the most. The Starks are the most obvious example of this, with Bran going from cripple to king, Arya giving up a life of vengeance, and Sansa not only loving but ruling her home after years of wanting nothing more than to leave it. Even Tyrion proved that a Lannister can see beyond their family sigil, evolving from a foulmouthed drunk to one of the wisest and important characters in Westeros - compared to his brother, Jaime, who had potential for one of the strongest arcs of the series, only to reverse his growth, revert back to his old ways, and ultimately pay the price.
And, though there is plenty more to peel away when it comes to Game of Thrones, this underlying moral of George R. R. Martin's epic series is no doubt at the center, which might help certain fates of certain characters sit more comfortably with fans who may not have been entirely satisfied with the way things played out.