Speaking of which, why doesn't any military in any kingdom in A Song of Ice and Fire have jets? That one immense building (pardon my spoiler-avoiding vagueness)

Speaking of which, why doesn't any military in any kingdom in A Song of Ice and Fire have jets? That one immense building (pardon my spoiler-avoiding vagueness) with seemingly no interior columns led me to wonder this. But the answer may be that the book building and the show building are nothing alike, and the show exaggerates characteristics that aren't such a big deal or leaves out realistic details that interfere with making the building impressive. I have read part of the books but not the relevant part. And I'm not even referring to the speed of movement that characters seem to mysteriously have.