I may have paraphrased that a bit. And I'm aware that your TV likely has no knobs. So if you were going to whine about that you can definitely F off.
The Theon scenes were disturbing, and they were meant to be. Nothing about torture should be appealing. Nothing from those scenes was simply made up or sensationalized, those were all torture or psychological warfare that people have done in the past. History is filled with cruel things that people have done to each other. History also shows redeeming factors that can restore faith in humanity.
Nothing in GoT should make anyone say to themselves "Hey, let's go rape/torture/poison/etc someone today." If you're claiming that a show is sensationalizing something, you would think that the show was making it seem OK or at least less bad. I don't think GoT is doing that at all.
I notice they're not complaining about GoT's depiction of homosexuality as buggery and bad.
As the AC said above YOU DO NOT HAVE A RIGHT TO NOT BE OFFENDED!