Sometimes it's impossible to title an article without any spoilers! And there are serious A Song of Ice and Fire book spoilers in this post, so show-only viewers, beware!
Like a lot of people, I was really surprised and disappointed when Lady Stoneheart didn't make an appearance in the season four finale. It seemed like the perfect opportunity for a shocking final shot that would keep people talking all summer and beyond. Add in the fact that Brienne's plotline seemed to be coming to an end (at least, before we saw her with Arya), and a moment of Lady Stoneheart vengeance seemed inevitable.
And then she didn't show.
Which, sure. All the timelines on the show are out of sync at this point. She'll make her presence known at some later point. But then episode director Alex Graves made this commented:
But to bring back Michelle Fairley, one of the greatest actresses around, to be a zombie for a little while — and just kill people? It is really sort of, what are we doing with that? How does it play into the whole story in a way that we’re really going to like? It just didn’t end up being a part of what was going to happen this season.
Although Graves adds in the words "this season" at the end, his comment suggests that he doesn't see the point of including Lady Stoneheart in general. After all, she's just a zombie who kills people, and that doesn't play into the whole story in a productive way. (Unlike, say, gratuitous rape scenes and Tyrion's beetle story. They've got to stay focused on the important stuff).
Anyone who's read the books could tell you that Lady Stoneheart isn't just "a zombie who kills people." She's a reinvention of a character who was staunchly anti-vengeance and who is now consumed by it, indiscriminately killing those she considers her enemies. She is the personification of vengeance, and in becoming so, shows how cruel and pointless and destructive vengeance is.
She also plays a fairly major role in Brienne's and assumedly Jaime's plotlines, so that may be another reason to include her.
The fact that someone speaking for the show can call Lady Stoneheart "a zombie who kills people" is another clear demonstration of the show's complete lack of understanding of nuance when it comes to characterization. In the books, almost every character is emotionally and morally complicated. They're more than they first appear. But in the show, everyone is reduced to the the most straightforward tropes. Tyrion is the surprising hero of our tale. Brienne is the tough warrior woman. Catelyn was the nagging mother, and as supportive of war as anyone else, while Robb was the bold young hero. Talisa was the Not Like Other Girls love interest. And on, and on, and on. Things are exactly as they appear on the surface.
In this context, it's unsurprising that Lady Stoneheart seems unnecessary. The Freys haven't been mentioned this season, and all of the Red Wedding drama is kind of old news. Plus they already have their "seemingly mindless killer zombies" in the form of the White Walkers. They don't need two sets of the undead.
And perhaps, in the context of the show, Alex Graves is right. Perhaps Lady Stoneheart would just be "a zombie who kills people." The tragic contrast between the living Catelyn Stark and the reanimated Lady Stoneheart can't exist on the show, because the show's version of Catelyn was already keen on vengeance. And as the show didn't really treat Catelyn as a protagonist by the end, but as a smaller part of Robb's story, her return is still shocking but less emotionally impactful. We were never taught to care much about this woman when she was alive. Why then should we be expected to care about the changes she's undergone now she's dead?
I'm fairly certain that Lady Stoneheart will appear in some form, at some point in the show's future, not least because they're running out of book plotlines to deal with. But the changes to the show so far, combined with these comments, suggests that she won't quite be the figure she is in the books. There may be no emotional devastation for those who encounter her, and no commentary on vengeance. She may just be a zombie who kills people for a while.