Again, what is this obsession whereby main characters must die? Do people not understand how story works?
You can only kill off so many. Unless you wanted Drogon to fry everyone in the Dragonpit and leave Dany to just chill on her own.
Besides, as has been pointed out we still saw about half a dozen characters of note die this season.
Because it makes things predictable. If a main character always survives then it makes things easy to guess. When tyrion walks into cersei's room and you know he'll come out it takes all tension out of the situation. The fact that any character could die at any time, so every scene and every situation was tense was what made this show what it was. It gave it an edge on every other show.
It's the thing that got me hooked. Midway through season 1 the show did something amasing. Visery's was being set up as the guy you love to hate, someone you could see being a long term thorn in Dany's side. Then suddenly out of nowhere he was dead. It happened so sudden in fact that at the time i didn't realise the character was dead. I thought Visery's would be physically scared for life, as fitting of the big bad, and i wondered how he'd get his revenge. yet as i clicked on the next episode and had dany and jorah talking about his death it was like wtf! How could the just bump of a important character like that. Then they doubled down on that by going even bigger. Everything I'd seen about game of thrones had been about how this was Sean Beans new show, all promotion was set around Bean. So when he's up on the executioners block you were waiting for him to somehow get out of that. So when his head came off you suddenly realised this was no ordinary show. Anything was possible.
Now we know Jon will return from north of the wall, now we know Dany will walk out of the dragon pit unarmed, now we know tyrion and davos will sneak into kings landing and come out, now we know tyrion will survive being alone with cersei and the mountain. And not even that, we know must of the fan favourites will make it through to, you get the sense that beric and tormund will magically survive the attack of the wall because the show has become walking deadish.
The only thing we didn't know this season was whether baelish would survive or not, but you still had the sense that arya will not attack her family. And in the end the show played it safe on that subplot as well.