There are no religions in the story?

[HoodedCrow]

No, I don't think there are indications that there will be an anthropomorphized God.

Yes, there seems to be magical elements that can be used for good or ill, much like use of science or technology( or religious faith) It depends on the sensibilities of the user.

Doesn't Martin sound like a classic existentialist, like Sartre? So, what I understand is that you must make ethical choices in a world where there are no obvious answers, or choose someone or some institution to make those decisions for you, which a certain abdication of responsibility fraught with the potential for abuses?

i thought that Martins Seven was meant to fictionalize a representation of the Catholic Church. The Seven also seems to embody natural good archetypes, and stages of development, in a Jungian way. A writer should have a feel for this, or he might understand it outright or from study of mythology.

The High Sparrow has the feeling of the Reformation, or Puritans and Oliver Cromwell.

The weirwood nature hive has a feeling of a Druidic system, but it also has a feeling of a form of the collective unconscious.  See Jung again!

Rh'llor has the feeling of Zoroastrianism or Manichaeism. Martin is a grey thinker.

i don't think Martin admires zealotry, fundamentalism,blind faith, unethical acts for religious reasons, black and white, or unreflective thinking. I think he writes to difficulty, ambiguity and struggle in the pursuit of the good, however, he shows you the ease of bad acts or unintended bad consequences. He messes with our "sure thing" certainty, assumptions and judgements. 

We can choose to be vengeful, greedy, compassionate, generous, kind, thoughtful, all without a deity. We can sometimes atone for our inevitable and frequent mistakes. We can try to change our direction, like Jaime, or we can be Little finger. Some people are like the Mountain.

Martin is a big fan of history. People often don't  get what they deserve in terms of fate. There are messy, tragic, aweful events, huge mistakes and personalities, that he borrows from liberally, and creatively. The POV's that we have of history or religion contain huge amounts of bias and fantasy. And reliably, all men must die, but they may still have an impact of some kind. It speaks to angst.

I don't think his writing is shallow.