As someone writing multiple protagonists, I can certainly vouch for how difficult that is. As I've said elsewhere, in most stories a single character goes from point A to point B, then C, then D, often accompanied by a best friend or love interest, with maybe a couple more transient POVs.
With multiple protagonists, while Character 1 is going from A to B, Character 2 is going from A to C, Character 3 is going from B to D, and so on - with the additional distinction that everyone's plot arcs and emotional development arcs are intersecting and impacting one another.
Additionally, when you have character separated by geography, there's the additional headache of continuity while having to plot arcs in parallel.
I have far fewer protagonists and find it a challenge - I have total sympathy for GRRM who is having to juggle all these issues with such a massive cast. I've seen the telling of the story referred to as Shakespearean, but the writing of it must be Herculean.