Played through these all the past few days. I'm a huge SOIAF fan, so I'll stick around just for that, but I generally don't like them much. Cyanide's GOT RPG was great, primarily because it had two of the best characters from any RPG ever at their center. So it felt like the designers wanted to, primarily, tell their stories, while the SOIAF universe stuff was background.
Tell Tale seems to have taken all the wrong lessons from the TV show, though, mainly that the SOIAF universe is all about plot twists, major character deaths, cruelty, and torture. The game doesn't really have a single compelling, original, character. Instead, we just get vague ciphers at the center, with Tell Tale's usual incredibly black or white characters representing extreme view points to give the main character something to pick between.
And, yeah, I don't think I've spotted a single choice that matters for jack shit. Walking Dead Season 1 would at least carry your choices on into the next episode or 2, but nothing much in GOT lasts beyond the episode. I actually decided I was going to reject a character's offer of help in episode 4, and the game let me go down that path for 2 seconds before I was basically hit with 3 options that were more or less different versions of "OK, I'll take your help." It was silly. Another time, when trying to reject a certain avenue, another character immediately spoke up afterwards, rendering my choice entirely moot.
So it kind of diffuses the fun of a game that is ostensibly about political maneuvering when none of your choices make a bit of difference. GOT RPG didn't have much C&C either, but it did have a couple very significant choices that lead to different endings, which was nice.