There are actually a few here and there, but they remain rather discreet and not exposed very long right in the middle of the screen. You see some in the brothel with Oberyn Martel and all the manstitutes for example. But not only here, in a lot of nude scenes.
Most of the time it's just a glimpse, like if they were afraid to show them indeed.
Personally I would be fine with that for both sexes, no need for more, really.
I'm not 100% up on the lore, but basically:
The show people worked out the 'end' with Martin in advance, so they are showing stuff not in the books yet.
They basically showed in that episode with the 'King of the Others' (or the lich king if you will) something that the readers of the books have never seen themselves in the books. It's the first time the show spoiled the book readers, which is kind of ironic in itself. Maybe they took pleasure in doing so considering how smug book readers tend to be.
But it really annoyed me though. It revealed two new things : that the Others have a king or some kind of leader, and how they reproduce. Well, more of a confirmation actually since we supposed it was that way with all the babies left in the night but... Still.
It's also annoying as usual because of the way it's done. Firstly, the Others are really crappy in terms of art design (well, it's my opinion but they suck hard). Secondly, they show too much of them. In the books you spend the 3 first books and you basically never see one of them, but you know they are there. You just know it until Sam is eventually attacked by one and kills it, and that happens so fast that you are still left wondering wtf happened. It's what makes those creatures so powerful in that storytelling : you never see them, but you hear of them a lot, and you know they are there, sometimes just a few meters away in the dark (or you suppose so). They are also never described, and barely when Sam meets one. It's all the mystery around that makes them scary. In the show they blatantly show them all because HEY LOOK HOW WE ARE PROUD OF OUR CRAPPY CGI EFFECTS.
[spoiler]They also did a blunder when they wrote on the synopsis of the episode in question that the lich king pictured here was titled "The Night King". Fans immediately remember the story we are told in the book about the Night King, which is a myth about the 13th lord commandant of the night watch that turned pretty bad, fearing nothing as he said and ventured past the wall to follow a white skinned woman out of love, and whom he took as his queen back to the wall, but by doing so sold his soul to her and ruled during 13 years over the watch, using the watchers as his puppets in some kind of eternal night. Until the Starks of Winterfell allied with the King beyond the wall Joramund came to save the day, and discover that the Night King sacrificed many people to the Others. Many names are said to be the House of the Night King, but according to the old nanny of Bran, it was a Stark.
Also, if you remember correctly, the Night Watch has had hundred of lord commandants until now. I don't remember the exact number and which one was Jeor Mormont and which one is Jon Snow, but that's by the hundreds. Which means that the Night King is old as fuck and probably one of the main vilains. So there is that too as a huge potential spoiler.[/spoiler]