Oh, I agree that this kind of thing happened historically, I just said that Stannis was a bit over the top with it. He is a story character though, so it acceptable .
Gustavus Adolphus was killed at the Battle of Lützen, when, at a crucial point in the battle, he became separated from his troops while leading a cavalry charge into a dense smog of mist and gunpowder smoke
That was in 1630-something, the era of pike and musket and cannon, and he's considered one of the all-time great generals.
It got him killed, so it wasn't the smartest thing to do - but he did it.