This is a very good point. It never sat well with me that the NK story line could be resolved so soon. Maybe he escapes and takes the battle down to KL where we'll finally see a dragon over KL as Bran predicted
I'm still wondering how Melisandre can fit in to all of this? We know she will appear again at some point after that very telling conversation she had with Varys down at Dragonstone. "Oh, I will return dear Spider. One last time. I have to die in this strange country, just like you.” Will it be at the final battle with the NK where we'll see the Azor Ahai prophecy fulfilled in some way?