Actually that's one of the plot points of the RP. There's quite a bit of ethnic conflict up north between the wildlings and the other Northerners, and in the Riverlands between the native-born and the Essosi. There will always be those who won't follow the law however, and I'm sure there's bands of Dothraki outlaws and Wildlings raiders just as there are regular bandits. But we see that the Dothraki are perfectly capable of eschewing tradition to follow Daenerys and are seemingly content with being in her army. And the Thenns in the books aren't terribly far off from a fuedal system. It's not a black and white thing where all of them are shoeboxed one way or another. Some of them will be unhappy and some of them will adapt.