Business Insider India6d
Mance Rayder is still alive in the books, kind of, despite being burned alive on the show. Well, he's mostly alive. He was still burned at the stake.
Anyways, Stannis wanted to burn Mance Rayder, but Melisandre thought Mance Rayder would still be useful later on, so she wanted to keep his soul alive. She clearly didn't share the same thoughts ...