A plausible conjecture, for sure. I believe that Stannis meets his end in TWOW, and your theory works well to satisfy that end, and it just consolidates some storylines.
Stannis is the ultimate sufferer of “middle child syndrome”, and his quest for the Iron Throne has caused him to spiral downward in a very bad way.
Much like with Sansa, she was promised to be this Big Power Player now under Littlefinger's tutelage, but no. He ships her off to the Boltons to be used as a Pawn.
Despite the Promises, Sansa isn't a Person, she's just a Weapon, to be used by whoever can wield her name the Best.
Dare I say it creates so disturbing undertones of where (the writers? produces?) minds are at, Sansa Being Raped, Shireen being burned, that A-Hole Kings Guard in Braavos being a Pedophile.
All in ONE Episode.