I don't see what the big deal is. I'd already formulated an opinion of the show after Season 2 when it became apparent that D&D were more than willing to interpolate their own glorified fanfiction. All of the pointless and unnecessary changes soured the experience for me and I knew it was only going to get worse from that point on. Do I need to actually watch Jaime rape Cersei in the show to know that's what happened? Or any other egregious deviation that takes place?
Seeing as Grenn & Pyp feature marginally in the remaining books, they probably had a choice of either killing the characters off now in dramatic fashion or losing the actors later down the line. Although, they've had no trouble putting other characters on a bus and never mentioning them again *cough*Greatjon*cough*.
=PS= I don't watch the show. Stopped after S2 when I realized where it was headed, but I do enjoy reading the nitpick threads, which only confirm what I always feared.