Well, first there's the title of the series, you'd think that it would have a more literal meaning once the whole story is finished. And why would Martin give Dany her own prominent story arc, disconnected from almost everyone else and have her go through all this shit if she doesn't play a vital part in the end? Jon is Martin's favourite, so it would only make sense to have the two together eventually. And well, Ice and Fire, direwolfs and dragons, it just fits I guess lol.
I also think that the House of the Undying (worst adapted scene in the entire show IMO) on GOT might turn out to be a prophecy on its own. The show runners know how the series ends, just because they cut out all the prophecies from the book, doesn't mean that there weren't any there. And in that scene we see Dany at the Red Keep, the roof destroyed by fire and snow on the throne, then she goes behind the wall and finds love there... But that's probably just wishful thinking on my end, I'm a Dany fan ;-)
Still, I just think there needs to be something to feel good about in the end. It wouldn't a very satisfying ending to a series that people will have been reading for 20 years by the time it finishes, if it's completely negative.