Jaime's life was suddenly going great, Cersi was going to be happy with him, he'd made peace with Dorne, he really liked the Dornish King, Bronn survived, and he was taking his daughter and her wonderful fiance home with him. AND she accepted that he was her father because...Dorne. so GRRM had to make his life miserable or kill him. Knew it was coming the moment she was kissed, still made me sad.
In the book, on of Melisandre's visions is that the savior of humanity would be human, then wolf, then human again, So I'm guessing he wargs into Ghost, then Melisandre figures it out and gets him back. Hoping. I so wanted to see Jon and Dani riding Dragons as they wipe out the undead horde.