So .. Melisandre's visions. I'm guessing and she saw Bolton banners burning and herself walking along the battlements after Jon 2.0 takes Winterfell with the Wildlings.
Wonder if that's also the 'Great Battle in the Snow' she showed Stannis, or maybe it was Hardhome. If Jon comes back it definitely means he's the Warrior of Light/Son of Fire and most of her flame visions were really about him. It would also likely mean that Shireen's sacrifice would have 'paid' for his life.
That's a pretty interesting way to look at it, I wouldn't mind that outcome. I figured she just said "fuck this lol, I'm out" and retreated to castle black once she found out half the troops bailed with all the horses.