I think the point of the Stannis/Mel sex scene was so that when Mel gives birth to her Stannis shadow baby thing, it's not gonna be a "Well how did that get there?" moment. Like, when people ask "What the heck? How is Mel giving birth to that?" they'll be able to point back and be like "Aha! You see, when Mel told Stannis she would give him a son and he impregnated her (in what was to me a very awkward sex-scene), she actually meant that demonic thing was the son." so all in all, she does give him a son; it's just not human... Speaking of Stannis's heir, was I the only one saddened by the confirmation of Shireen's nonexistence?