Everybody else on the damn show is either stuck in dangerous, life-threatening situations, or actively seeking out dangerous, life-threatening situations.
Not Hot Pie. When he sees an opportunity to spend his time baking bread at a country inn, he takes it. He drops off the radar, keeps his head down, and bides his time.
Because all he has to do is wait long enough, and GRRM will kill off every other character. He can drive into Kings' Landing with a wagonload of bread for the populace, step over the bodies littering the throne room, and take an unopposed seat on the Iron Throne.
Hot Pie. Smartest fucking guy in fucking Westeros.