Someone said :
You can't compare Lord of the Rings and Willy Wonka (aka Charlie and the Chocolate Factory).
One is an epic fantasy, full of symbolism, a spiritual journey to a state of consciousness if you will, while the other is about a bunch of midgets and a schizophrenic trying to get to a volcano to melt some gold.
Actually, I've been trying to think of any characters that developed at in in Game Of Thrones and you are right, there weren't really any.
Unless being killed off counts as character development.