Many shows that appear on advertising-supported TV stations have been making substantial amounts of money through DVD sales. (Cable networks also get to charge cable companies for merely carrying their programming—so if a channel is popular enough that people complain when it gets dropped, the channel ends up being subsidized by everyone who pays cable bills, even if the actual number of viewers is relatively small.)
The other important thing about Game of Thrones is the model of payment: the people watching are the customers, not the product.
Many shows that appear on advertising-supported TV stations have been making substantial amounts of money through DVD sales. (Cable networks also get to charge cable companies for merely carrying their programming—so if a channel is popular enough that people complain when it gets dropped, the channel ends up being subsidized by everyone who pays cable bills, even if the actual number of viewers is relatively small.)