Let's just be very clear about this. First of all these minifigs are designed and sold by Citizen Brick, not by LEGO and secondly they're called Dragon Sword Fighter Force. No mention of either games or thrones there at all.
No Dragon Sword Fighter Force features characters like Lady Redrobes, Frosty the Dead Man, Johnny Crowbeard, King Aayhole, Sir James of House Inbredd and Lady Orphanboy of House Alldead. All of home have no more than a passing resemblance to the characters of a major fantasy series (currently unfinished) which has been adapted into a popular HBO series.
Source: Citizen Brick