@GowiIm not arguing your point in saying that people will get more invested in a plot if they have an influence in how it is developed, and I'm not arguing that we have more wisdom or knowledge when it comes to roleplaying than you do. I don't really think its up to us to determine how anybody should play their character.
But for instance, say somebody was intent on playing Viserys. I recognize thats a more extreme example than Shireen but just for the sake of argument. He'd mess up the continuity because obviously he'd be another Targ heir that would prevent Dany's rise to the throne of westeros so on and so forth. Obviously Shireen wouldn't influence Dany and Jon coming to power on the throne, but theres a chance she'd affect other important things that might create a plot hole. For instance you could ask how she managed to survive her fathers army being crushed to bits, her father dying, then crossing the north in the wintertime in what was currently enemy territory AND just on the fringe of the long night?
And even though you might be able to explain away many of the issues that could arise, I think another concern is being fair to other people down the line. What if someone wants to play Kevan Lannister? His death was only mentioned at the end of aDwD, however it could have a major effect. Yet its important to the overall continuity set up here and we'd have to change more and more backstory to accomodate this kind of thing and then the continuum gets choppy and things start to fall apart.
So it's not playing Shireen thats the issue, it's just that she died in the show and shes gonna die in the books and it seems to me like Didact really wants to keep the definite canon a relevant as we can.
Also I don't want you to feel like I'm trying to make you do anything! I just want to be fair and try to explain where I'm coming from so we don't seem like we're just exerting power over the players for the hell of it. And if you do decide you want to play a resurrected Shireen I'd love to spitball some ideas with you if you want some help! Really if you're worried she will just have to be a cold hearted shrewd with R'hllor as her only light in life then you could make her first character arch be one about her re-discovering her hope for mankind! Hopefully if nothing else you find another interesting character to play. Who knows, Didact might even let you play Shireen and ignore her death anyway, like I said it's his call and I'll be fully behind his decision.