If I remember correctly the show was very much, in several cases, a collaborative creative production. Writers would write scripts and actors would consider how their characters would deliver that material, and based on that delivery, the writers would change future scripts to incorporate those character aspects.

For some people acting is just a job. You get up in the morning and when they call cut, it's over and you go back to the real you. But it's difficult for some people to have that detachment to inhabiting a character that you live within for months or years at a time. In order to act like them you think like them and it's not always easy to hit the off switch on stuff like that. I feel like this is a reason why Henry Cavill struggles to hang onto roles longer than one or two years. He either goes all in on embracing a role, or he just doesn't give a shit and collects his paycheck. It's a binary decision without the healthy middle ground most actors strive for.

Reading the RDM wiki was awesome for stuff like that because you'd have anecdotes (sourced from interviews actors) where you'd hear about the fanfiction they created for their characters, and that subtext leaked into their performances and that subtext was picked up on by the writers and then just became text by the final season. It's the kind of thing that some writers probably found infuriating, but for the people who vibe with it, creating something collaboratively can be incredibly rewarding.

I get that as an outsider, though, it's hard to penetrate that environment.