It's possible that my memory is failing but I think that the resurrections of Beric were taking their toll on Thoros. Thoros used to be a big, sturdy guy but as the story progresses he starts to waste away. Arya (or was it Brienne? maybe both?) barely recognizes him when they see him for the first time after encountering the Band. I'm almost positive that he mentions that he's not sure how many more times he can perform the feat after Beric is killed by Sandor.
Why is this important if true? Because it seems that the magic they are using merely passes the "light" from one place to another rather than creating new "light". Thoros passes some of his life into Beric to bring him back to life. Melisandre passes some of Stannis' life into her shadow assassins to create them. Stannis was also a big, sturdy man and now he's starting to waste away just like Thoros. So, yeah, the magic they've used so far doesn't create, it merely transports.
