It is revealed in
A Dance with Dragons that Stannis intended to use the Thenns as a part of his vanguard during his campaign in the north:
“The wildling men will form my van. The Magnar will command them, with their own chiefs as serjeants. First, though, we must needs arm them.”
— JON IV, A DANCE WITH DRAGONS
This is despite the fact that they had only immediately prior been among the most loyal and dangerous of Mance Rayder’s wilding army.
Stannis even intends to reward Sigorn of Thenn and Rattleshirt with lands:
“Sire, some claim that you mean to grant lands and castles to Rattleshirt and the Magnar of Thenn.”
“Who told you that?”
The talk was all over Castle Black.
— JON I, A DANCE WITH DRAGONS
Once again we have people who imperiled Stannis, his campaign and the realms he means to rule; and he does not punish — he pardons them and offers them lands in exchange for service.
Stannis explicitly explains the reasons for these choices: its because he finds them useful, they bolster his forces:
“The Karstarks have sworn to join us at the Dreadfort, and we will have our wildlings as well. Three hundred men of fighting age. Lord Harwood made a count as they were passing through the gate. Their women fight as well.”
— JON IV, A DANCE WITH DRAGONS
* * *
The Burning of Mance
Stannis actually sees quite a bit of value in Mance. However, he declares that he must burn Rayder:
“I know that,” Stannis said, unhappily. “I have spent hours speaking with the man. He knows much and more of our true enemy, and there is cunning in him, I’ll grant you. Even if he were to renounce his kingship, though, the man remains an oathbreaker. Suffer one deserter to live, and you encourage others to desert. No. Laws should be made of iron, not of pudding. Mance Rayder’s life is forfeit by every law of the Seven Kingdoms.”
“The law ends at the Wall, Your Grace. You could make good use of Mance.”
“I mean to. I’ll burn him, and the north will see how I deal with turncloaks and traitors.
— JON I, A DANCE WITH DRAGONS
Mance has done little more than oathbreaking, Jon points out, because Mance was outside the realm of the King’s laws. He suggests that Mance is of great use.
At one point Stannis goes so far as to point out that it is Mance who is going to sentence himself to death, and that Stannis is reluctant to do so:
“Whilst your brothers have been struggling to decide who shall lead them, I have been speaking with this Mance Rayder.” He ground his teeth. “A stubborn man, that one, and prideful. He will leave me no choice but to give him to the flames.”
— JON XII, A STORM OF SWORDS
And yet Stannis does not actually burn Mance, he executes Rattleshirt in his place, disguised as Mance. Per the previous essays in the Mannifesto, we know that it is because Mance proves invaluable to Stannis’s campaign against the Boltons.
Why was Stannis so deceptive about it?
Couldn’t he just declare a pardon for Mance?
Couldn’t he just have dictated terms to Jon that Mance was to be spared?
No.
Stannis had to burn “Mance” because he needed to dismantle the idea of the King-Beyond-the-Wall in order to help compel a wildling surrender. He also needed to do it to display his authority to the northmen and the Night’s Watch.
The reasons for Stannis’s secrecy regarding Mance’s execution have already been discussed in the Mannifesto, in
Operating in the Dark.