The whole series is about the song of ice and fire, and that would be the conflict between the Others and the Red God (as well as Stark versus Lannister, in a lesser symbolic way). Jon is our sole story connection to the ice side of things, and it seems doubtful that he would just lop off one half of his major overall story arc (Dany being the other half) just because the story is getting big. If anything, Martin is working toward bringing those halves together and would be more likely to lop off some of the war-related stories instead, or integrate them into Jon's story (as has been happening with Stannis and now Theon). Even if he did leave Jon dead, the story's arc inevitably brings a bunch of other characters to the Wall, so you might as well have Jon there too.