I think that's part of the point, Scotty. The threads that make up human lives end too soon ALL THE TIME. They weave in and out and cut off too soon and if you look at just one you miss the tapestry, and if expect a full tapestry to come together and rectify all the broken strings, you're going to be disappointed as well. Why does a story lose purpose or beauty by there being other stories like it?
Why should we only invest in characters that achieve some personal just end? Do the repercussions of their actions disappear because they are dead?
If it's not a continuous thing in a story this broad then it's just a trick.
This moment isn't supposed to give us closure to Stannis's story. Most stories don't get closure. That empty feeling is what the showrunners (and GRRM) are trying to achieve.
All that said, I don't think these stories are over--to the point that there not being a touching or transcendent or poignant moment here will make sense next season (or maybe the next).