Actually, George R.R. Martin's Game of Thrones/Westworld crossover plan makes more sense than the actual show. His idea is that there's a Game of Thrones World next to the Westworld park. And there should be one. Because we all know, with the state of creative capitalism being what it is, that the first totally immersive, android-populated theme world would be based on an already existing story. Image: Westworld, HBO
Westerns aren't nearly as popular these days as fantasy is, so it's logical to think that a company wouldn't make the massive financial investment in the android park without the safety net of an existing fandom. I feel like Westworld would more naturally be a second or third park after, like, Westeros or Star Wars or Walking Dead World acted as proof of concept.
Apparently, Martin had a similar idea. He mentioned the idea to Westworld showrunners Jonathan Nolan and Lisa Joy at dinner a while back. Both shows are HBO productions, why not use the sets and actors to create Game of Thrones World? The original movie had Roman World and Medieval World, after all. (Of seeing them in the show, Nolan says, "We've got an awful lot of material to cover just with Westworld, but you want to stay tuned...")
Talking to EW, Nolan and Joy are flattered, but noncommittal. Nolan said, "He's a lovely guy and a stunning writer and it's flattering he would encourage a crossover. We should be so lucky."
Joy was more willing to give a sort of "no" saying, "I need to be believe that dragons are real. I want them be a real thing. So as much as I love George, I can't lose that for myself!"
Logistically and legally, yeah, a world based on an existing franchise would be a pain for the show to do. But it does make more sense within the world of Westworld than a Wild West world does.