(Spoilers pretty much from the jump, people. As always, though, book spoilers will not appear)
So, here's a fun fact. Season 4 of Game of Thrones is the first year of the show in which none of the first four episodes have titles which refer to either the Starks themselves ("Winter is Coming", "Lord Snow", "The North Remembers") or things which are happening to them ("Dark Wings, Dark Words"). The closest we've gotten is "Two Swords", which indirectly references the Starks insomuch as it nods towards how they have been almost completely squeezed from the narrative. If Sansa hadn't had the misfortune to have been forcibly married to the man Cersei is convinced killed her son, it's not clear the Lannisters would still be mentioning their former foes at all at this stage.
Except maybe this is too hasty. Perhaps "Oathkeeper" is a title that applies to more than just the sword Jaime gives to Brienne . It could certainly apply to Jon Snow as well, after all. One of the advantages of seeing him break one of his oaths last season (a hot redhead in a sauna? I'm totally with Maester Aemon: give the guy a break) is that he's moved beyond the two-dimensional "honourable man" fantasy caricature that got Eddard Stark killed back in season one. The oaths he chooses to keep mean more now that we know he is prepared to break them.
And on this occasion, the oath in question is to guard the Wall from those who live beyond it. The sight of Jon Snow and Ser Alliser Thorne agreeing it is folly to help the civilians being butchered south of Castle Black is intentionally upsetting, but it's an effective way to underline how this story differentiates itself from so many that have preceded it. In at least 95% of fantasy novels, the choice between protecting your forces for future battles and risking everything on saving the innocent is no choice at all, and every time the risk will work out; everyone will be safe from marauders and there'll still be enough troops around for the final battle. There are no such guarantees in Martin's realm. As horrible as it is to say, Snow probably made the right choice here.
Which is interesting, when you think about it, because all five of the surviving Stark children (Jon's surname notwithstanding) are on what could be broadly described as a heroic journey. Hell, Robb was too, until he trusted the wrong man to hold a wedding feast. This was our first real clue that something was awry, really. When you get round to it, the death of Eddard was really only shocking because of how late into the first season it came. Fantasy is stuffed to bursting with noble lords who are betrayed and murdered, leaving their son (always it's a son) to avenge them. Had Sean Bean fulfilled his standard contractual obligation and died at the end of episode one, hardly anyone would be even close to surprised. In other words, Robb Stark's story seemed to be a fairly well-known one, simply one that started rather more early in the proceedings than we were used to. His father was betrayed and murdered, he was the underdog in the resulting war, he had a magic wolf. What could go wrong?
And even when Martin isn't undercutting the quest idea quite so thoroughly, he's throwing up blocks and negations all over the place. I understand the impulse, but even so it's remarkable how many people were astonished when Joffrey was murdered before Arya could get to him and do the deed herself. But then of course that's how it went down. There is almost nothing so fatal in Game of Thrones as a clearly defined goal. Nothing succeeds as planned, as Heller liked to say. And if you're supremely lucky, that failure doesn't cost you your life.
This is worth pointing out when considering the current circumstances of the Stark remnants. All five of them are on literal journeys, all of which have obvious endpoints (except maybe Rickon, but then the implication there might be that he's going to end up lord of Winterfell whilst his elder siblings have all the fun), and all of which involve a mentor to get them to where they appear to be going. Arya has networked with a lethal assassin and is touring Westeros with one of its premiere killers, all after naming her direwolf after an ancient warrior queen; she seems destined to end up in Westeros' top ten all-time stabbers. Sansa is getting a crash course in court intrigue and realpolitik courtesy of Petyr Baelish, the only man alive Varys finds hard to predict. Bran is heading north to meet a three-eyed raven who might well teach him the basics of becoming a kickarse sorcerer, whilst in the company of a standard-issue all-knowing mystical child. Even Jon has a thoroughly capable tracker on hand to get him swiftly to Craster's Keep to help him chop some rapists into Ghost-food.
But the Locke situation rather demonstrates how far from the standard quest model we have come. Arya's companion might have a gift for remorseless violence, but he's also a horribly violent murderer and thief who killed her friend. It seems horribly likely that Littlefinger is offering instruction to Sansa purely to help her survive long enough for him to have sex with her, having already gotten her father killed. Off all the Stark offspring permitted more than three lines a season, Bran's coterie seems the closest to the standard trope, but even here we have a young teenager being led by two other young teenagers; a YA novel set-up utterly and obviously out of its depth (which is to say nothing about the fact that Jojen quite clearly knows far more than he's letting on). Meanwhile, Jon's presumed destiny (and again, it's presumed entirely in the sense of standard dramatic logic) of saving humanity from the terrifying frost zombies has been put on hold so he can murder some rapists. Which obviously I'm not against, but in terms of grandiose missions, it means we're now facing blocks, negations and delays.
Except of course that couching events in these terms is to buy into the idea that these quests are indeed what they appear, which we've already been given ample evidence against. Arya has already been denied, Bran hasn't the faintest idea as to what lies waiting for him, and the passivity that has allowed Sansa to survive in King's Landing seems right now to have rendered her unable to even conceive of a place she would like to end up, let alone act in order to get there. And as we see from Jon - and to some extent Arya - it's not just that these quests aren't necessarily going to end well, it's that slavish devotion to them might actually be counter-productive. In amongst all the other things A Song of Ice and Fire concerns itself with, Martin explores the tension between long-term goals and immediate developments. And in keeping with his approach, neither ignoring nearby problems nor engaging with them fully guarantees success.
In short, the Starks might be down but not out, but there's no telling if, when or how they will rise again. Bran is once again a prisoner. So is Sansa. Arya too, pretty much. The Gods alone know what has happened to Rickon. Jon has managed to make enemies of the Wildlings, the White Walkers, and his own command structure, which makes him a prisoner at least in the sense of having enemies on all sides and inside where he lives.
And in this show, not every prisoner escapes alive.
 This of course takes place in a scene that lasts longer than the one in which Cersei is given even the slightest opportunity to respond to her rape at the hands of her brother. Which of course is ludicrously brief, because this episode not only has to squeeze in a scene about how her rapist is becoming a nice bloke, but also a scene in which someone else gets raped. Clearly this is a show that knows its priorities.