I think Stannis himself isn't beloved by the audience in the same way that Robb and Cat were, and even with the characterisation they've given him it still wouldn't be a gut punch the way the RW was. Pretty much everyone loved Robb and Cat, whereas opinions on Stannis are mixed at best. Don't get me wrong, he's on his last legs, but I don't see him being the big one. "For the Watch" seems more appropriate because Jon Snow is universally loved and is the last main "Stark" hero left in any position of power, and especially because that scene in question was set up to be this big heroic come back for him before suddenly going horrifically wrong. The audience would freak the **** out.
There is also the apparently heinous scene that Alfie and Iwan talked about earlier, which they said would make Ramsay even more hated than Joffrey ever was. That could stun/shock people if was an extreme display of perversity or carnage, or alternatively it could something Ramsay does and something Theon and Sansa do in response.