For one, because you're hurting your own cause. Watching GOT and talking about it helps to reinforce HBO's position as the a premier programmer with the kind of cultural cache others would kill for. They're still profiting from you, just not in a directly financial way.
If everyone without an HBO subscription refused to watch GOT then HBO might actually be inclined to re-examine their subscription options.
I'm not a believer in the "if everyone just did their part" strategy. Not with this, not with the environment, or any other big issue.
Market pressure is already pushing HBO towards a non-cable option, they're just moving into it kicking and screaming because the current way has been immensely profitable for them.
You seem to entertain a rather convenient set of beliefs and opinions. I pay a pretty hefty price because I do not share them (and go out of my way to 'do my part').
HBO's business model is exclusivity, which in my opinion is anti-consumer.