Perhaps main actors like Sophie Turner and Kit Harington are given hints ahead of time that they should expect to be around for the long haul, but that absolutely isn’t the case for everyone.
Lots of sad, happy people walking around those sets, I reckon.
Now that Game of Thrones is almost fully immersed in No Books Land, no one is guaranteed to make it to the end of a particular episode, much less the series, so the emotional push the actors feel is probably two-fold.
One side would be that longer-term pang of worry about what life will be like without the job in two years, and the other side would be that just-beneath-the-skin worry that one’s death scene is on the very next page of the script.