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Same reason Penny and Fake Targaryen story was left out. Her story wasn't really needed on the show to be honest. It's more of a spin off. I'm perfectly fine with the show leaving them all out.

Doesn't appear they were being serious.

In a way, Game of Thrones did a fantastic job at ruining the show over the last 2 episodes. Hardhome was setting them in the right direction. Then they basically destroy Stannis character, and kill the only other male dominating character that really was left in Jon Snow. Now who do we cheer for on the male side? Theon - Is he even considered a male anymore? Varys - How many characters are missing their d's? Jamie - He didn't lose it but he did lose his hand Davos - He didn't lose his hand but he lost his fingers Jorah - He'll be a stone soon Daario - Even the first Daario had enough of him Benjin - RIP