I have made my peace with there being no more Asoiaf books. GRRM's most recent interview has made that clear.
He is no longer writing this story. He is not sincerely interested in finishing this story. After decades of saying that he is not going to change the story because readers figured it out, he's now too invested in what fans think and what fans want - the little tidbit about maybe letting Sansa live because the TV version was popular - and that's made finishing the story with the setup that has been there since 1996 next to impossible.
With that said, if ADwD is the last book in the series, I am satisfied with how Jon Snow's story ends.
Jon is my favorite character in the books and I have been most invested in his journey from the beginning and have been looking forward to how it ends. The Wall/Night's Watch and the North are my two favorite locations and it's one reason why A Dance with Dragons is my favorite book of the series, next to A Storm of Swords.
I would break down Jon's arc into three parts -
Ambitious with a giant chip on his shoulder about his bastardy.
Learning acceptance and understanding of himself and other people and cultures with the Freefolk and growing into a leader.
Becoming a leader, putting what he learned into use, integrating the Freefolk into the North and ending an 8000 year old feud, giving up Winterfell because he swore oaths to the Old Gods and accepting once and for all that his place is at the Watch - and then forsaking all that for love, a climatic end to the human heart in conflict with itself and a resolution to the Love Vs Duty challenge that Maester Aemon sets up in book one.
There is a beginning, a middle and an ending to his story. A big difference from where and how he started out in book one to an actual character arc of growth with the Freefolk to him as Lord Commander and all the reforms he brings about, changing an old institution for the better. This paragraph best exemplifies this -
The castle Jon returned to was far different from the one he'd left that morning. For as long as he had known it, Castle Black had been a place of silence and shadows, where a meagre company of men in black moved like ghosts amongst the ruins of a fortress that had once housed ten times their numbers. All that had changed. Lights now shone through windows where Jon Snow had never seen lights shine before. Strange voices echoed down the yards, and free folk were coming and going along icy paths that had only known the black boots of crows for years. Outside the old Flint Barracks, he came across a dozen men pelting one another with snow. Playing, Jon thought in astonishment, grown men playing like children, throwing snowballs the way Bran and Arya once did, and Robb and me before them.
I love all of Jon Snow's relationships peppered throughout the books. From all his colourful friends at the Wall to all the mentors who guide him and advise him. The brother who loved him so much as to name him Lord of Winterfell and King in the North. The brother who tries to contact him through Weirwoods in his wolf dreams. The best friend who helps elect him Lord Commander. The giant Direwolf who is the goodest boy of all. The snarky raven who exists to annoy him. The vegetarian giant who is teaching him languages. The Tall talker and Husband to Bears who helps him with the Freefolk. The Baratheon who threatens to behead him every once in a while. The eternally depressed steward. The Red Priestess and the wise old Targaryen. The Lannister whose hand he shakes and calls him friend. The Karstark who rides all the way to the wall because a son of Eddark Stark was there.
I love the Jon/Arya sibling relationship even if it doesn't go any further than that. The author has written this beautiful bond with these two characters that I can read in the books itself with GRRM's prose. I don't need any fanfiction or fanon for that. It already exists! This relationship adds to their complexities and enriches both characters as they go on their independent journeys and form friendships and romantic relationships with others.
And if A Dance with Dragons is the last book we ever get, that's Jon's ending - he died for Arya Stark. He didn't die for some great cause or for prophecy or as some noble hero of the songs sacrificing himself for the world. He died for a very selfish reason, for a very personal reason, a very human reason - he was killed because he was trying to protect someone he loved dearly. He was assassinated because he put his own interests above that of the Watch.
"First lesson," Jon said. "Stick them with the pointy end."
She looked at the blade in her hand. "Does this have a name? Oh, tell me." "Can't you guess?" Jon teased. "Your very favorite thing."
Arya seemed puzzled at first. Then it came to her. She was that quick. They said it together: "Needle!"
The memory of her laughter warmed him on the long ride north. - Jon
She stood on the end of the dock, pale and goose fleshed and shivering in the fog. In her hand, Needle seemed to whisper to her. Stick them with the pointy end, it said, and, don't tell Sansa! Mikken's mark was on the blade. It's just a sword. If she needed a sword, there were a hundred under the temple. Needle was too small to be a proper sword, it was hardly more than a toy. She'd been a stupid little girl when Jon had it made for her. "It's just a sword," she said, aloud this time . . .
. . . but it wasn't.
Needle was Jon Snow's smile. He used to mess my hair and call me "little sister," she remembered, and suddenly there were tears in her eyes. - Arya
Jon fell to his knees. He found the dagger's hilt and wrenched it free. In the cold night air the wound was smoking. "Ghost," he whispered. Pain washed over him. Stick them with the pointy end. When the third dagger took him between the shoulder blades, he gave a grunt and fell face-first into the snow. He never felt the fourth knife. Only the cold … - Jon
And that's Jon Snow's very last thought in the entire series. It's tragic, it's sad and yet it completes an arc. His story ends there, like Robb's, like Ned's, like other tragic characters in asoiaf. As Maester Aemon puts it -
" What is honor compared to a woman's love? What is duty against the feel of a newborn son in your arms … or the memory of a brother's smile? Wind and words. Wind and words. We are only human, and the gods have fashioned us for love. That is our great glory, and our great tragedy.