I know all that, Goosefoot, I actually write fantasy! But it's a question of (a) in world plausibility (which I don't think GRR Martin is actually as good at as he's cracked up to be - too many of his readers seem to conflate "lots of violence" with "gritty historical realism") and (b) needs of the story (which, in fairness, Martin is good at, HBO on the other hand is gratuitous).
Take the treatment of rape within fiction. Even if you have a rape which is (a) plausible within world (sadly, that would be most fictional worlds barring a few feminist utopias) and (b) an integral part of the story telling (rather than... "hey, we need a crime for our detective to solve... how about a rape - that way we get a juicy plot line and an excuse for a bit of rapey sexposition and gratuitous naked female flesh, win win"), even then there's still a huge choice as to how you portray it (and I think you and I are both making the same point here).
For example, I mentioned Harlots upthread, where rape is very much integral to the plot (and it would be a failure in portraying the situation not to include rape, because the whole point is these women are trafficked into prostitution, their virginities "sold to the highest bidder" and it's fucking horrible, and the scars stay with them, driving inter-generational feuds, murder, revenge, killings in self defence which a male judicial system also treats as murder). But the female show-runners have taken a decision not to show the rapes on screen, barring perhaps a close-up of the woman's face. They show events leading up to it, they show the emotional (and in some cases, physical) aftermath, but not the rape itself.
The way I always frame the question to myself is: have I written something some sick fucker could wank to? I wish more male TV show-runners would ask themselves this question.
And it's not just rape - what works best in showing the horror of war, for instance? Spielberg opening Saving Private Ryan with a huge, long extended take on the Normandy beaches, with top notch special effects showing every last entrail hanging out, every last limb hanging off by a thread of flesh. Or Zanuck, in 12 O'Clock High, having one of the bomber crew saying as he climbs out of the plane "I can't... I wouldn't believe it if I wasn't looking at it. You can see his brain." (Brain not shown on screen, for the avoidance of doubt). Your mileage may vary, but for me, that very brief line carries every bit as much visceral punch.