Stannis, above all, is a man of duty.
I always thought it was very interesting to confront him with that choice: his duty or his family.
also: in the "inside the episode" of the one where that happened, D&D said they were shocked to learn from GRRM this would happen.
Now of course, in the eyes of a good book reader, D&D are among the worst people on the planet, so they would surely lie about this, right? RIGHT?
but as I said often before, writing is a creative ongoing process and and I would not be surprised if GRRM changes things as he is writing.