Stannis opens his mouth, but closes it when Robb continues. So he’s not the only one that has gotten a weird feeling about this place. Part of him wonders if this is some sort of punishment in the afterlife- maybe the Stranger came pick him up after all. The idea is laughable, but so is talking to a dead person and that doesn’t seem to be stopping Robb.

“The last time I heard of you you had been killed. Gruesomely so.” No one has ever accused Stannis of being gentle, and Robb doesn’t seem to be aware of that fact. Maybe knowing will help them both get a clearer idea about this place.