Sure, Stannis wants to be King. But Melissandre basically told him over and over that the army of the dead is coming and he is the chosen one and the only one who can save the world. It's not about wanting anymore, to him it's his duty now to do what needs to be done. But you could still make the argument a world where children have to be burned alive is not worth saving anyways. What would you do if you believe it's the only way to save the world?