re: will we ever see someone die of natural causes on GoT

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If Theon didn't die of infection then no one will, ever.

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It's implied that Ramsay cauterizes. While I agree with you it's still likely that abuse, with that level of medicine (maesters don't have antibiotics), he probably still dies from infection, it's not a normal progress. In addition, a lot of what Ramsay does is amputation. Not leaving a wounded limb to fester - could be somewhat realistic. In the books, it's clear that the treatment has taken a lot out of Theon and I wouldn't expect him to live much longer, regardless. Saving whomever (book or show) may turn out to be his final charge - his "redemption" if you will.