More than anything, as with any medeival-ish society specifically, loyalty is set against love. From the very beginning, when Ned Stark takes his boys out to execute a deserter, he leaves them with the lesson: "he who passes the sentence, swings the sword." Ned is known to be a person of wisdom and mercy, but he also executes his responsibilities (literally). His loyalty is never questioned, but it clearly trumps love. He can't do what he might be inclined to do; he has responsibilities. The situation dictates his response.
People are what they do. I think most of us believe this - at least about other people. We might have sentimental feelings now and then or we might know that there's more to someone than just their worst actions, but generally we judge other people by what they do.
Cersei Lannister is set up as the ultimate big baddie in Game of Thrones. This is because her loyalty is to herself alone. She'll lie, cheat, kill, and betray anyone, at any time, for power. The show talks about how her children are her motivation, but only in so much as they are extensions of herself. Cesei's conscience is based on survival and domination. If it helps her, it's right; if it hurts her, it's wrong. This makes her an ultimate villain.
Every other character on the show is grey; they do good and they do bad. One of the major intentions of George R. R. Martin, the author of the books, was to establish a world with some sense of realism. Most fantasy has good guys and bad guys; the sides and stakes are clear. With Game of Thrones you're never sure who to support or for how long. Except Cersei; no one is rooting for her. There's some fleeting attention paid to her affection for her twin brother, Jaime (who is also her lover... yeah, I know, the show goes places), but she never has his best interests in mind, only her own. By this final season, she's even driven him away with her madness and treachery.
Cersei is loyal to no one, so no one is loyal to her. Cersei's actions are despicable as is she; entirely unlovable.
Yet, as we saw on Sunday, Jaime came back. He'd finally escaped and found love with a women (Brienne) he truly respects, one who sees the good in him and genuinely wishes the best for him, someone who is loyal to a fault - essentially the exact opposite of his sister. One of the most heart-wrenching scene in the entire run of the show is Jamie leaving her to return to Cersei. He says, "She is hateful and so am I." It's his rejection of whatever good Brienne sees in him. At the time it feels like weakness, but this week it's revealed as incredible love.
Jaime eventually find Cersei, her city is being sacked and burned by a dragon; any chance she has of power or continued life is gone. He doesn't return to apologize, to justify her actions, or rejoin her team. Jaime returns to Cersei so she doesn't have to die alone. Yes, they're trying to escape and run away to live happily ever after, but no one (not even them) believe that'll ever happen. They came into the world together and they leave the same way.
It's extremely touching. Many fans are upset the show's villain got such a favorable death. Yes, her life was a selfish waste, but she was loved - and that's not nothing.
It's also not loyalty. Jaime had no reason to return, no advantage in this play. No one would even look favorably on him for being loyal in this moment, because Cersei doesn't deserve it. He'd already abandoned her; the family ties were broken. This return was all love. Love for one who is unquestionably unlovable.
That's magic. It's a recognition that there's some part of us worth something regardless of our deeds, attitudes, or intentions. We cannot be utterly irredeemable, because we are human; beneath whatever it is that makes us unique is something that connects us all together, something bigger than ourselves. That core humanity is worthwhile, is valuable, is lovable, even if we are not.
Loving your enemies is the most profound idea in the history of the world. Most everything Jesus said had been said before, but this idea was new. A love grounded entirely outside self-interest and directed entirely towards another - no personal gain. Logically it feels like a love wasted, but it is the only real expression of love.
What's more, Jaime doesn't see Cersei as an enemy, although she is - to him and to everyone else. He might've been her brother, lover, and closest confidante, but she's done nothing to acknowledge his worth or for his benefit. No one else in the entire universe of the show has any reason to mourn her passing and every reason to celebrate. Jaime's in that camp, too, but he doesn't know it. That's because of love.
You see, the trick is not really loving your enemy. That's the goal; that's where it starts. But the love at the core of Christian teaching can't be love of enemy, it is a love that so transforms us that we have no enemies. Even those who act like enemies to us are not enemies in our eyes. Loving our enemies is still passing judgement on them. There's a magnanimity that is, in the end, self-serving.
Some people look at the call to love our enemies and believe they have to be kind to everyone - a sublimation of our natural responses. I don't think that's true. The command to love our enemies is, in my mind, a reminder that everyone, all of us, are worthy. We are called to love our enemies because there are no enemies - even if people sometimes act like it. That doesn't mean we ignore the consequences or somehow aid in people being selfish and evil, we simply refuse to believe (and thus act) as if those actions are all they really are.
Our actions define us, but they are not all of us. I think this reality is the only way to find hope in the midst of suffering. I suspect it's the only way to imagine something beautiful in the midst of the dirty chaos that is Game of Thrones. It's one small example of love in a story about loyalty. I suspect this lesson was not the one the show's creators planned to communicate, but I'm glad it was present, even if they rest of the episode left something to be desired.
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