Specifically, in the Feast for Crows paperback, we get this praise from Time:
Several things bother me about this. First of all, it diminishes Tolkien's work. Sure, there was nothing ambiguous about Sauron's evil. But men were not unequivocally good. Anyone could be corrupted or tempted, even "innocent" Frodo at the end. Boromir wasn't exactly black and white, but a complex combination of too much pride mixed with honorable desire to protect a noble tradition. And the Elves weren't simply pretty faces embodying Good: they had their own struggles that went beyond their appearance, or moral absolutism. Bilbo was the prisoner of the Elfking in Mirkwood, after all. And Feanor was too rash and arrogant. The kinslaying was a horrific event that cast a shadow of sadness over the centuries. And the men of the First Age were also scarred with sadness and poor judgment. Turin's story is every bit as tragic and morally "complex" as, say, Jaime (in fact, a lot more so).Of those who work in the grand epic-fantasy tradition, Martin is by far the best. in fact . . . this is as good a time as any to proclaim him the American Tolkien. . . What really distinguishes Martin, and what marks him as a major force for evolution in fantasy, is his refusal to embrace a vision of the world as Manichaean struggle between Good and Evil. Tolkien's work has enormous imaginative force, but you have to go elsewhere for moral complexity. Martin's wars are multifaceted and ambiguous, as are the men and women who wage them and the gods who watch them and chortle, and somehow that makes them mean more. A Feast for Crows isn't pretty elves against gnarly ocrs. It's men and women slugging it out in the muck, for money and power and lust and love."
The next thing that bothers me is this praise for moral complexity as if it were something more sophisticated than Manichaeism in general. I do subscribe to relativism, myself, and I agree that it is more rational than absolutism. But what we have in ASOIAF isn't the same thing. We have a near total absence of standards (at least for those who don't cling to a religion just as stubbornly and unquestioningly as any Manichaean), rather than a system of standards which are chosen in defiance of artificial standards "written on stone tablets" and handed down from the gods (which was the distinction Nietzsche was trying to make: not an absence of values, but human-chosen values which are true to this world and this life).
Aside from the pious exceptions (Stannis, Damphair, Thoros, Melisandra [(edit) even more as this book goes on: the Sparrows, Lancel, the Elder Brother, Meribald) the people in ASOIAF do whatever the fuck they want (quite literally, in many cases). That's not moral complexity, it's mere childishness and selfishness. The reason this appears complex is just an author trick: he makes you think that the "good guys" are one set of people, so that you'll be set up to be surprised when the designated "bad guys" show some sympathetic characteristics. But Cersei is a selfish bitch with no redeeming qualities. Jon, on the other hand, is unambiguously good (despite the pseudo-oath breaking which caused him so much anguish). Stannis is unbending and strict. Jaime has developed a sense of guilt and regret . . . so he is showing change, but not ambiguity. I can't think of a single character who is morally complex. The good guys and bad guys are clearly drawn.
I like these books. But they're just a soap opera with magic. It's a very good soap opera, but it's no deeper than that.