That's the point though isn't it? Showing how much he wants this and how the hunt for glory can drive even the people who appear to be "good" to do horrible things.
As far as how he's been portrayed in the show, I'd say his unpredictability is a core feature of his character. Cruelty and mercy in equal measures to those he holds closest to him. And just when you think you've got him pegged, he goes and burns his daughter alive. In terms of message, if anything, it's another swipe at the stupidity and barbarity of blind faith and religion.