My main theory with them is Martin uses them to wrap up several storylines. Like they arrive, decimate Stannis completely. They kill several other main characters aswell. Then Dany arrives at some point and forms the resistance with say Jon and Aegon.
I'd be okay with that. I'd appreciate the idea that the deaths of those who have been trying to warn the rest of the kingdom are the ultimate wake up call to those in the south. Although I can't help but think Daenerys fighting the Others is too predictable. It's telegraphed right there in the name.