Within hours of airing, episode one of season three had smashed the previous swarm record (the total number of seeders and leechers), which had been held by the season three premiere of Heroes.
According to TorrentFreak, 163,088 people were sharing one single torrent of the Game of Thrones episode, just under 20,000 more than the Heroes record. By the next day, 1 April, conservative estimates of the number of seeded torrents suggested that the episode had been downloaded at least 1 million times.
I know that not all those people would pay to stream Game of Thrones, but I bet a significant portion of them would. And I'm not one of those people who thinks that every bit of media has to be available to every consumer at every moment on every platform—releasing movies exclusively in theaters first is a good way to make a movie into an event, for example—but I do think that television shows have traditionally been most successful when large groups of people are watching them at the same time. It would work in HBO's favor if they made Game of Thrones available; clearly, a large number of people consider it to be event television, and they're not willing to wait for the DVD release.
(Also: Is anyone else shocked to learn that the first episode of season three of Heroes was still the record holder for total number of seeders and leechers at the beginning of 2013? Also also: Is anyone else shocked to learn that there was a third season of Heroes?)