Honestly, I think that this is rather par for the course for Stannis, and I hope we see some truly dark results for it; powerful results, but dark results. I also imagine there will be a reckoning between Davis and his King; Martin is very good at giving consequences to actions.
But yeah, Stannis has never been good, he has always been Lawful Neutral. Duty above all. Even killing his daughter and possibly ending his line is seen as acceptable if it allows him to unite the Seven Kingdoms and fight the White Walkers. Plus I'm sure the Red Lady could provide another child soon enough.
My personal pet peeve with the T.V. show is how the Unsullied (and a few weeks ago, Barristan the Bold, the best fighter in all the seven kingdoms) are supposed to be among the greatest armies in the world, and yet they're constantly getting killed time and time again by civilians with kitchen ware. Plus they seem to be completely unaware of even the basic tactics of a shield and spear, they just wander into the middle of five men and get killed.
Also, it just seems that Dany's story cannot decide where to go. She is getting married, no, he's dead. She will go to Westeros, no, she'll stay here. She'll rule, no, she'll sit and look stern for another season. Dragons! Except CGI is expensive, so no dragons until we need an asspull. I'm glad they keep showing Tyrion though, I feel they're lending a lot of weight to him being one of the Dragons, along with Snow.
So we all know that next episode will be the one where Snow gets stabbed, meaning that the show is more or less exactly caught up with the books? Dany flies off, dead Snow, Tyrion replaces Barristan, Stannis about to attack Winterfell, Censei in the dungeon, Ser Strong being awakened for the Maester to suggest trail by combat for Censei to get out (CLEGANEBOWL; GET HYPE!), Sansa will replace Lady Stoneheart, Bran is with the tree bloke, the show will be moving completely ahead of the books, right?