I don't read books, but I'm pretty curious what the book readers thought.
Jon's parents could easily be the biggest red herrings of GoT. Everyone was focusing on his parents, thinking of the bigger picture of the White Walkers completely forgetting how vulnerable he was as people started to tell him directly in his face "You're on thin fucking ice, you're going to get us killed".
Davos is at Castle Black, he might be the one who takes the PoV of The Wall.
Either way, Jon's death wasn't all that shocking, it's not like any of the Nights Watch men who went over the wall with him were stabbing him, it was everyone who are blinded by hate and can't see the bigger picture, the inverse of Jon who kept on forgetting that most people aren't getting the big picture.
Jon really went out like Ned, too faithful and trustworthy that people will do the right thing in the face of the greater good.