The whole King in the North set up would have literally no impact if Jon just happily marries his aunt, also goes against the believes of the 7 and the old gods, even the Wildlings shun it. And i'm not sure wether it's ok with the believers of the red god. I have a hard time believing that everyone in Westeros would just come to terms with yet another Targaryen incest marriage.
Plus, everytime the show showed incest, it's connected to being bad, Cersei/Jaime playing a big part why Westeros is a f*cked up as it is, Targaryen madness (which btw. doesn't hit until later in a Targ's life), Craster and his "sacrifices".
Finally, there's the issue of a heir. As pointed out, incest is bad, and even if it wasn't, Dany can't have any children. And Starks are not really the world's biggest makers of bastards, so there would be a royal pair without any children, or (unlikely) only bastard children.
TL/DR: I have my doubts about Jon/Dany, it has too many problematic connections. I find it more believable (still unlikely) that Westeros will be seperated and both mind their own business. ^^