[SPOILERS] Princess Shireen was left at Castle Black in the books. She's still alive [/SPOILERS]
WHY!?!? WHY!?!? WHY!?!? WHY!?!?
Actually I can tell you why, Because the Writers for some reason do not like Stannis, so they gotta show him do this Really Bad Thing BEFORE he takes on these Really Bad People in Winterfell.
For you know, Drama.
Same Reason We Had to Rape Sansa. >:(
If they needed to Pad out the Season, why no show him Liberating the North From Bolton Rule and Gathering all the Stark Loyalists? Surely there are still some, Really Build that Up for the Final Attack on Winterfell with the Whole of the North Behind Him?
OPPS! Can't to something Cool like that, blew our Budget on Dany Riding Drogon.
Umm... Lets just have Stannis make Camp instead and have him Sacrifice Shireen so we have one less Actress to pay >:(