Here's the problem with that:
The great joy of reading these books and following this story is all the background: Robert's Rebellion and the stories around Jon Snow's birth. The House of the Undying and the prophecies seen by Dany. Bran's story and the mystical part of that. I know much of that isn't in the show, but Jon's parentage was finally touched on this season. If Jon just flat-out dies, then all of that is for naught. I just cannot accept that.
I also hope that George is actually writing some kind of story where the Starks get some kind of happy ending
why were we introduced to this family and taken on this ride then? Just to watch them all die? I can't accept that either.
It needs to mean something. All of it needs to mean something. And like Austruck said, we need the ICE of Ice and Fire and that has always been Jon.
Mate, you read the books and you were surprised with what happened? Why? It happens almost the same in the books. Also, stories about Jon's birth are that...Stories, even if they are true, he is still a bastard, no matter who his daddy is, it wouldn't change anything. Now, about visions, its obvious by this time, you can't trust visions, you need a LOT of exp and knowledge in order to read them correctly, even then people get them wrong. Mel is best example of how visions can be BS, George himself said, not all visions are true and they are not read correctly all the time. To putt it simple they can also be wrong, from the start. Dude, you can't take visions and theories as facts, some of them are logical, have evidence and are probably true, but until proven as facts and until they happen...
This is Game of Thrones/Song of Ice and Fire, there are no happy endings, in life people have horrible things happen to them, they live good and honestly, good people with horrible destiny, this is not children books, if you expect happy ending, it ain't coming. Jon played his part, he fought WW, he found out how to kill them, he found love, and he watched it die in his arms, he saved wildlings, he defended the wall, he was elected Lord Commander, he helped Stannis, you learn lore about Winter, WW and everything else around the Wall through Jon, his story was FAR from pointless. We don't even know if he truly is dead, Mel is there, but in all honesty, another revival? That would be crap writing and very lazy.
There is ICE, White Walkers are ice, and there is fire, Dragons are fire. You see, that is the problem, "The Song of Ice and Fire" can be read differently from man to man, that is the problem of visions and theories. Someone might read it as 2 different Gods, someone might read it as 2 different characters, someone might read it as dragons and WW, someone might read it as 2 cultures, 2 army's...