You're marathon reading them. That might be part of the problem. I can guarantee you have unintentionally glossed over some pretty important little details over all 5 books. Don't worry. We all do. On my THIRD re-read of all 5 books, I was still finding little things I either missed, or allowed myself to brainflush.
My suggestion is: finish book 5. Allow yourself a month or so to recharge. Then watch the first season of the series (it's more or less pretty faithful to the source material, and very good in its own right).
Then start a re-read of the entire series. But savor it this time. Just read a few chapters a day if that. Like a good chilli, it tastes even better the second time around.
I LOATHED anything to do with the Iron Islands the first time around. Now I love those parts. You'll find your appreciation will grow. And the more subtle details you pick up on, the cooler the story will become to you.
I know what you mean by long-winded. I had the same thoughts at times on my first read. Especially when he goes on and on about the heraldry, or the 15 billion courses they ate that day. Now I hardly even notice it. Partly because it flows better on re-reads. Partly because after reading Tolkien, nothing seems long-winded by comparison.