They have already been moving things towards a conclusion in Season 6, so that's understandable. It's also better to stop at the peak instead of dragging things on and on.
I liked Season 6, and those last two episodes... holy sh*t... but overall, to answer the poll, I liked Season 4 the best. Even though other seasons had Ned Stark, the Red Wedding or those final episodes of 6, I'll still give the overall win to 4.