I dunno, there was still Jon Snow and Daenerys to root for. Dany's arc in Storm of Swords is definitely at her most heroic... and Jon's been your heroic noble fantasy lead guy ever since he donned the black. Given both of them had way more prominence in the books than Robb and their own POV chapters it's a little easier to see them as the novel's heroes, too.
Honestly I pegged Robb Stark to die back in A Game of Thrones
because he was the only major Stark without a POV chapter (I'm not counting Rickon here), and even during his heroic stage as the Young Wolf he's a mostly off-stage hero - we hear secondhand about most of his victories, and only when Catelyn is in camp do we get any views of the young King.
The death of Catelyn
was the thing I didn't see coming at all and really churned my stomach.