Epsidoe 10 is usually an aftermath episode
S1: Everyone dealing with Ned's death. It did have the epic Dany emerging naked from the fire with the baby dragons.
S2: Aftermath of Blackwater, but good action as Jon kills Halfhand, Theon is betrayed at Winterfell and Dany escapes,gets her dragons back and locks that guy in a vault
S3: Worst finale ever. All aftermath of Red Wedding. Ends with Dany crowd surfing. Onlyhighlight is the Hound and Arrya killing some Lannister men (not the chicken scene though).
S4: Dragons are chained, Brienne defeats the Hound, Arrya gets on a ship to find the faceless men, Stannis rides on the Wildlings and captures Mance, Tyrion escapes and kills his dad.
S5: Stannis is defeated and killed, Theon and Sansa escape, Jamie/Cersei daughter dies after leaing Dorne, Cersei's walk of shame, The Mountain returns, Arrya kills the pedophile in the brothel, Jon Snow is killed.
So not every season finale has just been aftermath and set-up.