I can't fathom Alayaya and Chataya not noticing that helping one nobleperson will probably get another nobleperson very, very angry at them. They're sharp enough. Why are they not trying to keep their heads down more, or alternatively, play all sides at once? Why are they not Spy Central? Oh, right. Because Tyrion needs to get laid.

At least with Shae, I think there's enough evidence that she's not actually happy but horribly, horribly damaged (from childhood) to the point where she can't form normal human attachments. I wouldn't expect the other characters to notice this, necessarily, since they're all a bit damaged.

Comparing Alayaya and Inara would be fascinating! Especially since, while I don't know the actress's ethnicity, I do know that she hails from Brazil. I'm sure it's just a coincidence that Joss picked an "exotic"-looking actress from a warm, southern country as the sex worker character. And that she's the Buddhist (ie, "foreign and exotic") character while the others are all Christian or lapsed Christian when they have a religious affiliation.

Hm, I hadn't thought of the real-life religious aspect to R'hollor. I guessed it was a sort of Zoroastrianism parallel. But there's definitely some crossover of concepts there, so hm.