Daenerys was alive when she burned. That's why fire didn't do anything to her. Maester Aemon, on the other hand, who is fully a Targaryen, was burned on a pyre as well, but he was dead already, so nothing happened. I seem to recall Jaime saying he made sure his king(another Targaryen) never got the chance to "rise again" through fire by killing him with his sword. What would make us think half a Targaryen would do better under similar circumstances? He wouldn't. Lady Melisandre would have to revive him or he would have to go into Ghost and live as a direwolf - though, I'm not sure if he's a warg just like his brother- I can't remember much from the books.
Lady Melisandre bailed on Stannis because she realized she misinterpreted the signs The Lord Of Light showed her in the fire. Yes, she saw Winterfell conquered and all that, but nothing in particular about Stannis. Maybe Stannis was just a means to an end, Jon was the real promised warrior.
Lady Melisandre bailed on Stannis because she realized she misinterpreted the signs The Lord Of Light showed her in the fire. Yes, she saw Winterfell conquered and all that, but nothing in particular about Stannis. Maybe Stannis was just a means to an end, Jon was the real promised warrior.