According to Purefoy, he and McKidd decided on this commitment over lunch:
McKidd and I had lunch the other day, and I said to him, "Have you been asked to do Game Of Thrones?" And he said, "I'd never do it. Because they stole our fucking show." He worked out that if Rome had run for the entire seven seasons that it should have run, we would only have finished it last year. And he feels that HBO did Game of Thrones instead of us, so they stole our show. I kind of agree with him. I won't be doing Game Of Thrones, even if they ask me.Context: James Purefoy played Mark Antony on HBO's Rome, with McKidd playing the role of Lucius Vorenus. Rome ran for two seasons, airing in 2005 and 2007, and remains the most expensive ongoing weekly show that HBO has ever mounted (the budget for Season 1 exceeded $100 million, or $31 million more than GoT's second season). The show was a co-production between the BBC and HBO. When the BBC decided not to contribute past the second season, HBO cancelled the show for lack of funding and disappointing ratings. Some years later they acknowledged this was a mistake, with the show's performance on DVD and other foreign sales ultimately proving lucrative enough to sustain the show for further seasons.
An attempt was made several years ago by Rome showrunner Bruno Heller to get a spin-off movie off the ground, but this project never made it out of development hell. HBO are currently developing a fresh TV adaptation of Robert Graves's novel I, Claudius (not related to the 1970s BBC mini-series) which some are citing as a spiritual successor to Rome, but due to the much later time period no Rome actors are expected to appear.
Given that HBO was extremely premature - and ultimately proven mistaken - in its decision to cancel Rome, I can understand McKidd and Purefoy's decision not to appear on further HBO series. However, some of their Rome co-stars have chosen to take another view, with both Ciaran Hinds (Caesar) and Tobias Menzies (Brutus) joining Thrones in its third season, as Mance Rayder and Edmure Tully respectively.
Curiously, Purefoy was much more positive about Thrones in an interview eighteen months ago:
If it was the right role on Game of Thrones, definitely. Of course! It’s a terrific series. It’s a great series of books. I love HBO. I’m on record saying that HBO is the best television company in the world, and I believe they are. I think they absolutely understand how to make television that is really, really vital and interesting and visceral, and all the things that television really should be. I’m a big fan of HBO.Hmm.