True, most of these characters don't seem like the sort of people who worry too much about the abstract concepts of right & wrong. Stannis & Melisandre are basically just concerned (or so it seems) with getting what they want.

Though there was a bit of talk about justice & some related virtue stuff when Beric was fighting The Hound. Accepting the divine decision, etc. Although I'm still not clear what a R'hllor follower's answer to the question "what does it mean to be a good person" is.

I got the impression that The Old Gods was basically just an "everything is alive, so you should do your best not to piss off the things bigger than you" worldview. I can see how you would have some general concepts of act-with-others-wellbeing-in-mind from that, even if it doesn't relate much to personal improvement.