The only piece of information the show has given about them was that Stannis defeated them. So in the show world, I guess they figured, "If Mannis put the smack down on them, we should probably just focus on him and not introduce any of those Ironborn." But yeah, Theon is his own "family" if you will - because he was raised by the Starks and his growth is entirely independent of anything his uncles do.
That said, I'm hoping that they keep Balon being offed by a FM, hired by Euron, but they switch it up to make it Arya and that's how they get her back to Westeros in season 6 - she could run into Nymeria and have that jog her memory after all the FM brainwashing. Wrap all that up nicely for the show.
I vacillate between these two feelings. The show is its own entity but if we're adapting the work the key plot points should stay but that spoils the books (see Ironborn/fAegon/etc.) but the show is its own entity so it isn't really spoiling the books. I didn't read ADWD until after the end of the fourth season and though it was almost as bad as AFFC it helped me realize what the important things are for the show.
At first, I was bothered by the removal of the Tysha reveal when Tyrion escapes. After ADWD I'm glad we won't have Tyrion asking everyone and their mother where whores go (and thinking about it when not asking anyone). Him parting on good terms with Jaime slims a lot of the unnecessary other grousing he does and allows him to feel remorse whenever Jaime bites it in the show.
I was also bothered by no Stoneheart but Jon's last chapter sealed my feelings there for the show.
What it comes down to for me: Us book readers have those really good Davos chapters - Wyman Manderly, Frey pies, Rickon - and the show watchers will never get them. They won't get Vic & Moqorro, Quentyn, fAegon, Varys supporting fAegon, JonCon, Stoneheart, etc. While it's kind of crappy we won't see that stuff on TV it's information we have that they don't. We have the richer story, and the show is its own thing for the most part.
Yeah, Kristian and Isaac both said in interviews that he won't be back until season 6. I like it - he's just been greenseeing all of season 5 and becoming skilled, and now he can call up flashbacks at will since the show runners changed their minds. If R+L=J matters at all to the Azor Ahai/Prince Who Was Promised or whatever, Bran can dump the Tourney of Harrenhal and Tower of Joy along with whatever other details are needed.
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