That last ask got me thinking, especially as I’m on ASOS in my current reread. Once the battle of the Blackwater is done and Tywin vetoes the Casterly Rock inheritance, why doesn’t Tyrion get out? All his support is gone everyone else wants him dead, and Shae’s never more than a minor mistake away from losing her head. Why not get away from all this and go back to his life of women, wine and books?

Because women, wine, and books cost money, and Tyrion doesn’t have any outside of his family. It goes back to what Tyrion said when he and Jon were on the Kingsroad to Castle Black: “if I had been born a peasant, they might have left me to die.”

Tyrion doesn’t fit very well into the economy of a feudal society – without an inheritance from House Lannister, he’s not going to have an estate that provides him an income. He’s not physically capable of performing the labor that makes up 90%+ of the labor market (although a market in labor doesn’t really exist at this time). He’s literate, but he’s not a maester, so he’s got a credentials problem. He’s a skilled politician and administrator, but given that those positions are filled based on blood ties and/or the patronage of liege lord to vassal, as a political nobody he’s not going to get an appointment as a steward or anything. 

At best, Tyrion might be able to eke out a living as a scribe or clerk in some merchant’s office, but he’s not going to be able to afford much of wine, women, and books on a clerk’s salary.

In ADWD, we see how precarious the life of a dwarf on his own can be with how quickly and easily Tyrion is thrown into slavery, and from the example of Penny’s precarious existence. It’s only by extreme luck and his own cunning that he’s found a place in a mercenary band rather than dying in a fighting pit as an undercard amusement.