They showed us how his magic touch turns Babies into WW, but regardless of that it would've made sense to pursue that strategy in a "well, what else can we try?" way imho, given how they all expected to be overwhelmed by the dead. Wouldn't have hurt to spell that out for the viewers to some degree though, instead of allocating that time to Davos telling some girl to defend the cryps.
First of all the show is independent of the books to some degree and it definitely has build up the WW as this ultimate evil.
Secondly it's not like they aren't a big player in the books, the very first chapter is about them, they drive several characters through the story, GRRM just decided to keep them looming in the background for now.