It's exactly where the books and Sandor is headed. The colossal warrior named the protector of man who spent the whole series protecting someone isn't about to sit around the rest of the series when the dragons choke his river with corpses and the Others come.
The concept of a knight isn't a bad thing, righteous violence, and GRRM has pushed that outside of the main series so its not like he's dedicated to a pacifist angle or solely showing knights as a bad thing as a history lesson for readers. He's grounded the concept, showed its flaws and evils, and primarily used Sandor to do it. Now its time to show the other side and bring out his true knights.