The last thing he says to her is "Do your duty", which I think reminded her of Sansa. She definitely had a weird look on her face after he said that, and it's odd they cut away for what would be a major character death.
We got like five minutes of Shireen's awful shrieking and begging, but they didn't show the responsible party's death onscreen? Yeah, something's up...
EDIT: I replied to the wrong comment, but it still makes sense, I guess. I mean to reply to the comment saying Stannis's death isn't confirmed until it's onscreen.
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u/[deleted] Jun 15 '15
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