The sheer volume of explicit sex makes me agree that you could probably call some of it a little gratuitous, though I don't recall any specific scenes that jumped out at me as "this doesn't need to be here" when reading it. (Of course, it's probably been a couple years since I read any of the books...) And I think sometimes it's necessary to have us right in the room with the characters, and sometimes it's possible to just close the bedroom door, as MT said, and still get the same effect. (Though I dunno, those transitions can be cheesy and poorly done too, and sometimes to me they just feel like a copout...)
I know that it's realistic when people die but fiction isn't real life, and sometimes to maintain "reality" in fiction you can't hold it up to realistic standards. That's counter intuitive, so... I think once you're not engaged with something anymore, the "reality" of it is lost - you can't suspend your disbelief if you're not engaged with the story to do that. And so many people die in Martin's books that it annoys me to the point of pulling me out of the stry.
Plus, it kind of loses its effect. The build-up to the Red Wedding, for example, was creepy and ominous and great. The Red Wedding itself? The world went to hell in a handbasket, and my reaction turning the page was "meh".
