Por que uma diferença tão grande entre o final de Storm of Swords e o final da 4ª temporada?

De acordo com esta entrevista com Alex Graves, o diretor do final, a cena final nunca foi na quarta temporada. Foi uma decisão criativa não incluir o personagem, já que as poucas cenas disponíveis não teriam jogado nos outros enredos apresentados na temporada.

After being asked if the show even shot a Lady Stoneheart scene — since so many book-reading fans assumed she would appear at the episode’s end – Graves replied, “It’s a great question, because it’s all I asked about last year when I was doing [the episode with Brotherhood Without Banners leader] Beric Dondarrion — who ultimately is the person who finds Catelyn and turns her into Lady Stoneheart. But no, they didn’t do it. It was never on the docket to do this season — ever.”
[...]
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. And finally one [more] reason: In case you didn’t notice, a lot happens this season … To add that in is something they opted out of.

Li recentemente este artigo onde Michelle Fairley (o ator que interpreta Catelyn) disse que ela não retornará ao programa.

"Yeah, the character’s dead. She’s dead," Fairley said. The actress went on to defend the option to leave out her character's arc in Season 4.

"You respect the writers’ decision," Fairley said. "They can’t stick to the books 100 percent. They have got to keep it dramatic and exciting, and extraneous stuff along the way gets lost in order to maintain the quality of brilliant show." Which basically means we can say goodbye to any hope of seeing Lady Stoneheart during Season 5.

Existem muitas alterações dos livros para o programa. Não sei por que, mas acho que não veremos nenhuma Lady Stoneheart.

GRRM declarou em uma entrevista à revista Time que o show decidiu não trazer de volta Catelyn Stark como Lady Stoneheart. Ele também afirma que ele argumentou contra a mudança, mas no final D & D preso com a sua decisão.

You’re in unusual territory, with your characters very much still in your hands but also out in the world being interpreted for TV. Are you able to have walls in your mind such that your Daenerys, say, is your Daenerys, and Emilia Clarke’s Daenerys is hers and the show’s?
I’ve arrived at that point. The walls are up in my mind. I don’t know that I was necessarily there from the beginning. At some points, when David and Dan and I had discussions about what way we should go in, I would always favor sticking with the books, while they would favor making changes. I think one of the biggest ones would probably be when they made the decision not to bring Catelyn Stark back as Lady Stoneheart. That was probably the first major diversion of the show from the books and, you know, I argued against that, and David and Dan made that decision.
In my version of the story, Catelyn Stark is re-imbued with a kind of life and becomes this vengeful wight who galvanizes a group of people around her and is trying to exact her revenge on the riverlands. David and Dan made a decision not to go in that direction in their story, pursuing other threads. But both of them are equally valid, I think, because Catelyn Stark is a fictional character and she doesn’t exist. You can tell either story about her.
_{Time Magazine, George R. R. Martin on the One Game of Thrones Change He 'Argued Against'}