I can understand someone not wanting to continue a series after their favourite characters are no longer on it.
Walking Dead is missing a solid antagonist since the departure of Shane and the Governor. Without a character as powerful as those two the show isn't as interesting. I would stop watching completely if Daryl dies.
Smallville, though my favourite show of all time, definitely felt the missing presence of Michael Rosenbaum. Again, a powerful antagonist.
Game of Thrones had centre of the series, which was Ned Stark until he died. After he died, the series has not had a centre to it and many times feels slow and disorienting with so many story lines with no real central one. Season 1 was also the best not just for Sean Bean, but because it followed the books very closely. Since then, it has been growing farther apart from the books.
Still an entertaining show and I will keep watching it yes, but the first season was the best.