Jon is only escorting the wildlings north, he'll return to the wall after that.

Night Watch is still needed to guard against the beats and monsters of the north, like giants etc. They'll likely pop back up again smile

It is also a dumping ground for bastards and criminals, as Tyrion says. And it's amusing that a Targaryan is at the Wall again, Jon's great grand-uncle Aemon was there too at the beginning of the show (Master Aemon). So it's kind of a circle closing.