Actually if Stannis is still alive and that's a big if then going back to the wall might not be a bad idea.
Assuming Jon is dead or will be going elsewhere if he gets brought back then the wall leaves us with very little people that we care about. Stannis could go back and take charge of the nights watch and then that leaves us with at least one main(ish) character at the wall for storyline purposes.
Who is at the wall that we currently have any investment in? Davos is probably the main one but then apart from that you are looking at side characters like Ser Allister, Tormund and Jons pal