I mean I would say Game of Thrones is better than, say, Percy Jackson & the Olympians. More mature = more conflict for the protagonist to overcome = more sweeter victory. Also, you're allowed to have more realistic villains and trials for your characters, and often times realism enhances the struggle for the progatonists.
But of course, this is a personal preference. Sometimes you can have a great story without getting too mature. Harry Potter for example (although there are certainly some dark themes there). But I really love the show The Magicians, which is kind of a grown up version of Harry Potter. All personal preference, again. But these are some of the reasons someone might want a more mature story.
EDIT: if you're pretty young I would not recommend reading my story. It's not really kid friendly and has some distressing stuff in it. In fact, I'm pretty sure all my stuff does. Except the dragon-dick joke story, but that's obviously not appropriate for a kid either.