In an interview with Vulture, Cunningham was asked about how Davos managed to navigate the unforgiving world of "Game of Thrones" while changing allegiances and still making it work to the point that he survived until the series' ending. In Cunningham's view, Davos' success in choosing and committing to the right party is due to the fact that he's a "straight shooter." 

"People refer to him as one of the moral compasses of the piece," says Cunningham. "And in this madly complicated world, he's a guy who occasionally steps in and goes, 'Hold on a minute, should we not be doing this?' I get the impression that he speaks up for the audience." He also compares the Onion Knight to other cerebral characters like Petyr Baelish and Varys. Although the former is unquestionably more selfish and evil than the latter, Davos is still more warm-hearted and forthright than the Master of Whispers. 

"As I say, it's the simplicity, decency, and loyalty of the man," Cunningham concludes. "You know, he's not a Littlefinger or a Varys. Wherever he goes he tends to find these decent people, like Jon Snow and Lyanna Mormont and Shireen and Missandei. He has these lovely little moments with Missandei which are full of humanity — nothing untoward! I love this kind of stuff, because I've done quite a few baddies in my time."

One needn't look further than multiple Reddit posts to realize that Cunningham's view of Davos aligns with fans'. As u/Republixcan points out, his Davos' moral compass even elevates other characters around him: "He's the little angel on Stannis' shoulder, and helps make Stannis one of the best characters in the series."