Would they know, since it was Brienne in a position to kill him with no Northmen around. Is one of Podrick's duties to post his knight's executions on YouTube?
Not to mention, I think it was intentional that they cut away. Game has shown a guy getting his throat ripped out, molten gold poured on a guy, skinned corspes, Oberyn, etc. They are far from skittish about showing gorey violence. Seemed strategic to me.
However, in the recap before the premier, they did show a clip of Brienne swinging, which would mean someone would have had to have intervened somehow. And if Brienne somehow failed to kill Stannis, I think she would be a different person this season. The way she acted with Sansa, it didn't seem like anything way off Brienne's plans happened.