Not even just "certain countries", in the U S of fuckin A.
The first four seasons, arguably the best seasons, were only available to HBO subscribers. The only way to get HBO was to be a cable subscriber. So you were paying probably $100 a month to watch one show. There is NO WAY that was going to be successful. This was the rise of Netflix. I could pay $100 per year for their content. By 2014/2015 I was getting House of Cards, Orange is the New Black, Bojack Horseman, it was a great time.
Now lucky for HBO Game of Thrones is a powerhouse. So what do they do in 2015? They launch HBO Now... as an iOS exclusive. I want to pay you but you cut out half your audience? Guess I'm pirating Season 5 too.
Finally by season 6 HBO Now is available for everyone. I've now watched the majority of the show by pirating it. I don't fault anyone who continued to do so. And this was the American experience. I can only imagine how other countries handled it.
Game of Thrones wasn't in jeopardy because of piracy. Game of Thrones only succeeded due to piracy. It was a fantastic show (in the early seasons) but doomed to "cancelled too soon" without piracy.