You're running low on supplies. You're running low on men. You're running low on any possible chance to win a siege against an entire city laden with storehouses and swords. What's the first thing you should do in this situtation? Yes, that's right, burn your sweet daughter to a crisp while she's still alive. Shireen has never put a foot out of line. She's the symbol of innocence and youth, and her only mission is to help others, like Davos and Gilly with their reading skills. Of course she was going to meet a grisly, despicable end. But the simple question is, will it work? Stannis is a desperate man, and now seems completely unhinged; you've got to be in order undergo something so cruel. While the odds are heavily leaning in favour of Roose Bolton, expect the unexpected with Game of Thrones, and you've got to think that killing Shireen would reap some form of reward. If not, she died a pointless death.