to be fair, some actors yeah. the point is at that time, you werent thinking about the plot, everyone was thinking "thats Ed Sheeran, why is he there" or something of that ilk. I guess for a big actor, lets say Brad Pitt, would be fairly similar especially for just a cameo. But you might think less about why an actor is acting in a tv show than another celeb acting in a tv show. For me someone like Steve Buscemi would cause very little time in questioning his appearing.
The amount of time spent not thinking of the plot seems to directly correspond with irritation to the show for casting. (Its not Ed's fault)
Anyway i was looking online to see who else had cameos and found this article in GQ which probably sums it up way better than i do:
http://www.gq.com/story/ed-sheeran-game-of-thrones-cameo