Obviously there's a reason behind it. That's the kind of thing you watch the DVDs for so you get the behind-the-scenes stuff like commentaries and they lay out why things are changed.
Some people have speculated that Talisa is actually Jeyne Westerling in disguise (supposedly one of Jeyne's grandmothers was from Volantis, or something). But that really doesn't make sense to me TBH.
1. Not quite sure if Stannis' escape was ever explained? One minute he appeared fairly well pinned on top of the wall with no obvious means of escape and the next he's back across the ocean.
2. Who exactly sacked Winterfell? The Ironborn seemed to just wander out the front gates with Theon as free-passage ransom and I'm not sure exactly where the 500 Northerners laying siege had disappeared to when Osha and co departed.
Don't tell me if the answers are season 3 spoilers
1 - There was a short scene at the end of the last episode with Stannis screaming "stand and fight" while several of his men drag him away. How he got through the crowds of Lannisters wasn't really explained that I saw. In the books, he isn't directly involved in the fighting.
2 - Maester Luwin *should* have told them, I'm not sure why he didn't. So, possible minor spoilers:
Ramsay Bolton (hasn't appeared on screen yet, but he's Roose Bolton's #%&*$# son) sacks Winterfell and blames it on Theon.