I don't completely buy that. There are surprisingly a lot of childrens stories that incorporate death. Oddly, they're some of the most successful. A lot of Disney movies, spring to mind. Watership Down, is another one. The difference seems to be children's books don't tend to have the protagonist(s) die, it's usually parents or some supporting character. But why can't a kids book have the protagonist die? I don't see any huge reason why that would be a problem, especially if it was -- like Game Of Thrones -- one with multiple protagonists on separate paths.
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