I think it was mostly because, as readers, we believe in the Starks to find their retribution for the unjustly demise of Ned. And especially considering that Robb embodied his father's spirit. You wanted him to win to get back at those who wronged his family. It's not about who's annoying and who isn't. Each character is full of unique flavor. It was literally good vs. evil for a while, and this shook it up because of what choices were made. Yes, it was foolish to make such decisions, but it seems that's what GRRM wanted to portray. Play the game of thrones or you die.