Of course Stannis was going to sacrifice his daughter. He's a religious nut, and he's been burning people alive pretty much since we met him. Stannis burned Rance at the stake. He burned his wife's brother. He burned all those bannerman that wouldn't tear down their idols. He killed his own brother so that he could be king, he's been doing this all along. Which is what makes GoT so good. We have these deplorable people, and yet they some how are able to make them sympathetic for awhile, so we seemingly "forgive" all the stuff we know about them. Which is what makes that scene between him and his daughter so chilling from earlier in the season. We forget about all those other bad things he's done, and it's kind of forgotten about and in the background, especially during his time at Castle Black and his back and forths with Jon Snow. But then BAM, it's thrown right back at us, front and center. This crazy guy who likes to burn people, will do anything if he thinks it will give him an edge in getting the Iron Throne.
Great season so far.