There is a scale. It's called the Wall. Which we're repeatedly told is about 300 miles long, give or take a few miles. Measure that, and voila, a rough and ready scale, though it could be off +/- 5% depending on which map you're using and how carefully you're measuring and how long the Wall really is.
GRRM himself has referred to using the Wall as a scale in some on-line or other, I believe.
I think GRRM has specifically said he shied away from something as concrete as a scale as he doesn't want to be tied-down and nailed to a post when he writes.
I have actually come first circle on this myself. As a young RPG gamemaster I winged everything in service to the story. As I grew older, the details of a system became more essential, and so I would calculate things like distance, managed terrain, rations, etc to create part of the story. Now, I am back to doing what "feels" right in the service of the story.