To clarify, the intent is for the reader to be fine with that in the context of the fictitious story. If the author wants you to be fine with that in real life, that is horrible. Like say, if an author wrote a history book and glorified conquest and racial superiority.
But that is simply not how fiction works. See all the examples I mentioned already.
Also, a fictional world where the Nazis won and somehow everything turned peachy is very interesting to read. Whether the author can make it sound convincing enough to be believable is another story. But all this is okay because this is just fiction.
To reiterate, there are fictional authors who do shit like what you said (i.e. JK Rowling). But they are not common or even the majority of fiction writers. Just like writing a story from the POV of a villain, showing that they are people too and maybe even have good motivations, is not endorsing villainy. It is just an interesting and different piece of entertainment.
As for the GoT example, if doing bad things keep resulting in you winning (for most of the story anyway), it certainly paints the picture that being bad is desirable. But then again, the readers/viewers know it is fiction and won't be taking that as a lesson or something to emulate in real life. Because they know that fiction, as entertaining and stimulating as it is, is not reality.
You are of course free to do so, just like others may judge your close-minded and puritanical stance.