'You said you watched it twice. Did you not watch the last 3 minutes both times? That’s exactly what did happen, Jon DID join the wildlings in the end. '
I mean, we came to the same conclusion but it wasn't a foregone conclusion that that was what happened. He could have been going with them for any number of reasons with the intent to come back. He is the man afterall who, historically, did things out of honour and commitment so he very well could have returned to the wall because that was his duty.
There was no dialog so draw your own conclusions.