Well that's like saying Transporter has better action scenes than the Sopranos.
Hollywood flicks are one thing, but you can't really develop the kind of realism and character development that some of these series have in 2 hours. Also, when the action occurs....it makes it much more satisfying.
^Now with that being said, there is way too much talking in GOT. It seems like the show is building up for a huge war(s), so it might get better. If there is not some epic action on the horizon then I will feel shammed.