maester aemon sent out ravens to all the major castles and kings begging for help.

only davos listened.

stannis only has authority at the wall right now because he happens to be there and he saved them. he didn't really 'conquer' them. the watch takes no sides. or at least that's the idea of the watch.

Stannis came to help the watch to curry favor with the rest of the realm but we'll see if it works. it's not like he's gonna stick around and fight the others.