Jon Snow had one of the best endings in Game of Thrones, but it may have been even better with a cut books character. Game of Thrones ended in 2019, wrapping up its story in a way that was divisive to say the least. The ending (and really, the final few episodes) proved extremely controversial for various twists, character decisions, and pacing problems, but Jon Snow’s was one of the stronger arcs throughout.
Having killed Daenerys, Jon Snow’s fate was to be consigned back to life on the Wall, rejoining whatever is left of the Night’s Watch. Jon may have been the rightful heir to the Iron Throne, but him going back beyond the Wall, with Tormund and Ghost by his side, feels much more in keeping with who he is and how he was shaped by his experiences with Ygritte, Mance Rayder, and others. Jon's ending in the far North is the kind of bittersweet fate it's easy to imagine George R.R. Martin has planned for him too, though there could be some differences.
The show streamlined elements of Jon Snow's arc, including what can be assumed happens after his death. Jon's resurrection will likely be different in The Winds of Winter, while Game of Thrones cut a Mance Rayder twist that kept the King Beyond the Wall alive with Rattleshirt was killed in his place, and another key element that was changed was the omission of Val, a Wildling who is the sister of Mance's wife, Dalla (also cut from the show). Beautiful, smart, and fierce, Val and Jon have a great chemistry and clear mutual attraction in the books, although he passes on the offer from Stannis Baratheon to wed her, which would've gone with him becoming legitimized as Lord Stark of Winterfell but forgoing his vows. HIs story will likely move away from Val in the books for a time, as his attentions increasingly focus on the other side of the Wall, but she represents a strong link back beyond it for him that would've made Jon Snow ending North of the Wall feel even more like the right choice.
Val is a temptation to Jon; she represents the chance to have all he dreamed of: Lord of Winterfell, a beautiful wife, a son - all things he gave up when joining the Night's Watch, and that he does so again when staying true to his vows. But Val also represents another part of Jon, that Ygritte did too, which is his Widling side. Jon does not fit into Westeros' political landscape; he's a great leader in part because he is such a reluctant one, but his heart lies in the true North. Game of Thrones does show that thanks to Ygritte and his friendship with Tormund, though it largely fails with his direwolf, Ghost, who is the most important manifestation of that aspect of him.
Including Val, then, would've bolstered Jon's arc and the strength of his character and decisions, and of his connection to the Wildlings. It's notable that Jon in the books notes Ghost and Val look like they "belong together," which feels like a hint that Jon and Val are more deeply linked than simple flirtation, and that there will be more to their story in the end. After all, Ghost is a part of Jon, linked together as a warg, so at least part of Jon belongs with Val too.
It's likely that many aspects of Jon Snow's story in The Winds of Winter and A Dream of Spring will follow the same broad strokes as Game of Thrones, including the battle with the Others and his relationship with Daenerys (though this may be more a political partnership rather than romance). With that in mind, it's easy to see why Val was cut, as that storyline was massively condensed down (like with Mance's death, and a baby-switch arc that might've been too convoluted for TV), so it would've been introducing a character only for her to appear briefly. And Jon's ending does still work without her, but the idea of him choosing to go back beyond the Wall in Game of Thrones, and being with his "Wilding Princess," feels like an even more fitting ending for his story, while still being bittersweet as he leaves his family and the realm behind, but goes back to the place he truly belongs with a person he loves.