Well there was the faith millitant uprising that tried to do so, Maegor I was killed on his throne through mysterious circumstances. Jaehaerys I paid for the building of the Nightswatch castle Deep Lake by paying with his wife's jewels, which suggests he didnt have the money to do it himself and didnt want to take out a loan for various reasons.
Anyway this is not the point, the Starks are wussing out of going through legal means and diverting the subject when called on it: discuss.
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