character development for Stannis.
Basically you have the Red Woman and Davos workign almost as an angel and a devil on his shoulders. The importance of Gendry is that he represents a conflict for Stannis and helps to juxtapose the different kings.
I actually like this alteration as well. Look at Tywin stating that killing 12 men is better than a thousand while Davos is screaming that saving one innocent person is worth risking thousands of others...
Stannis on the show is much better than stannis in the book and he is growing on me... Davos is building up to Bronn like status (Bronn being by far the coolest minor character in ASOIAF)