I also really like re-watching a good series like Game of Thrones where the audio and visuals are so great. I find that I can pick up so much more information that flew over my head on the first go around.
HBO is pretty good via DirecTV but the Blu-Ray absolutely is the best presentation not only visually, but they can add a ton more audio information in the format. It's basically like going from an MP3 file in each audio channel to a CD in each channel.
Still, if you don't light control the room and are only using the TV's speakers, a lot of those "extras" aren't going to make a ton of difference. It's not for everybody and I totally get that things are good enough for most people. I've never been accused of being most people.