Starting from A Feast for Crows, certain characters get titles like "The Prophet" (Aeron), "The Soiled Knight" (Arys) and "The Captain of the Guards" (Areo). I'm still not sure why.
AWOIAF tries to explain it on its page about POV characters...
Minor POV characters: Introduced in "A Feast for Crows", this category includes POV chapters from 'minor' characters rather than the major protagonists of the series. They are differentiated from the main POVs by having a descriptive title rather than just a name.
...but then renders this explanation unsatisfactory with the following:
As the books progress however, the distinction between major and minor characters is blurred; some less frequent POVs such as Melisandre, and starting in A Dance with Dragons, Victarion, have their names as chapter titles, whereas some more frequent POVs such as Arya and Theon are given descriptive titles.
So, I'd like to know if GRRM has addressed any of these questions:
Why did he choose to do this at all? What did it add to the story?
Why is the process so arbitrary, with some characters referred by titles and some not? As AWOIAF points out, it cannot relate to the importance of the character, because Arya (as one of the most major characters) is given a title for a chapter name, and Melisandre (who has one chapter,) isn't.
Why do the characters' titles change every time they get a new chapter?