I mean, come on...we just want vicious brutality and sadistic torture. There is no room for a character that offers a bridge between the common man and the Lords that run roughshod in Westeros. And hey, we can figure out how to kill the Army of the Undead as we go along. Heaven forbid there be a person willing to scour the ancient texts to perhaps find clues on how to effectively kill those already dead.
Is he my favorite character? No...of course not...but the guy has played and will continue to play a key role in advancing the story line while allowing some semblance of compassion and humanity.