Does gunpowder even work in Westeros? The laws of nature in that world allow for a whole lot of stuff that's impossible in our world (even sticking to chemistry, we have no equivalent to the green fire), so maybe it's not a 1:1 equivalent. And even if it is....it's very, very easy to fall in to the trap of "we've grown up with this technology, it's not that complex when you break it down, so anyone in the past could have figured it out on their lunch break". The march of science is historically much less inevitable than modern culture might make us think--even now, several interesting lines of development are hampered by the question of "Yes, but how do we make money from this?". And just because something's been invented in a workshop somewhere is no guarantee that the possibilities will be recognised, and it will immediately proliferate. A prototype steam engine was created in the 1st century AD, and a manual railroad existed in Greece earlier than that--if it had caught on then, we could have had a steampunk Roman Empire within a century, but the inventions simply didn't catch on at that point.