I think that’s because there are several popular fan theories out there about Jon Snow’s parentage and the impact it can possibly have on the story. Melisandre is at the Wall for a reason too, it seems. Jon Snow, for now, is most definitely dead, but what will happen next is a mystery. That’s why people keep asking Kit - even though he can’t spoil anything season 6 related, no matter how hard they try to pry information out of him. (It’s also entirely possible that the character won’t get resurrected, as fans have speculated for years based on ADWD. We shall wait and see.)