Robb refuses

Robb mentally punched himself. Get it together!
"I'm sorry", he cawed. "I will not dishonor my ancestors for my personal feelings."
Melisandre didn't show whether she was disappointed, but all the sexual tension suddenly was gone. "A shame", she said. "But it is not too late. When the Long Night comes, you might want to reconsider. The Night is dark, and full of terrors."
With that, she turned around and left the room. Robb fell back onto the bed, breathing heavily. Sansa would understand. They could never marry, it wouldn't be right. He could still keep her at his side, maybe meet in secret from time to time, fuck in the Godswood when they were alone...

Unable to do anything else, Robb just decided to go to sleep. He had achieved everything he wanted in King's Landing, and tomorrow he would finally go home.