Doubt they had the CGI budget for that though.
Kind of boring to keep hearing people say they don't have the budget for CGI, when there is no proof of that.
Supposedly Season 6 is now at $10 million/episode on average (versus $6 million/episode for Season 2), and whilst I'm sure some of that will be to increases for the star cast members, I would expect the increase was to allow more extras, more locations and more effects.
http://www.techinsider.io/game-of-thrones-season-6-cost-10-million-per-episode-2016-3