Apparently they found some of the dogs a pain to work with. I guess that the adult Ghost in particular wasn't that well-behaved, presumably because they had to go with a specific-looking animal rather than one that had been trained. Rather appropriately, the easiest dog to work with and the best-trained one was the one playing Lady, which of course is typical, as she's the first one to disappear* There's also the issue that bringing one of the dogs onto the set means that everything takes longer, since they need the dog-handlers and the safety people and, due to the unpredictability of the dogs, every time they're around they need to do more takes.

I gather from some of the producers' comments that they want to ditch the real animals for Season 2 and go with full CGI (which should be doable, as they're expanding the CGI team sixfold for Season 2), but they're waiting to see if that is affordable or practical. In the book only Summer and Ghost are around a lot for Book 2, but they're considering expanding Robb Stark's storyline so that means more Grey Wind as well.

* Nice addendum: after filming Sophie Turner, who plays Sansa, adopted the animal playing Lady.