Here's the thing, you can feel disappointed that something didn't happen, even if there was no particular obligation for it to happen. You're allowed to feel that way. It doesn't mean you think it was owed to you or that you were entitled to it. If you were looking forward to something, and then it doesn't happen, then you're going to feel bummed and let down. And if a specific person told you repeatedly that they were going to make it happen and then they don't, yeah, you're going to feel like that person let you down.

I get it, it feels bad to let people down. George R.R. Martin probably doesn't want to feel bad. But telling people they aren't allowed to feel disappointed because you never technically had a legally binding contract that obligated you to provide the thing they expected is a little ridiculous.