(Spoilers All) Why Jon Snow's final scene of season 5 makes no sense

I am in the middle of rereading ASOS and in Arya IV there is interesting conversation with Lady Smallwood that hints at Arya's future as a Faceless (Wo)Man.

At this point Arya is being cleaned up and dressed in Lady Smallwood's daughter's old clothes and they start talking to each other.

“My great-aunt is a septa at a motherhouse in Oldtown,” Lady Smallwood said as the women laced the gown up Arya’s back. “I sent my daughter there when the war began. She’ll have outgrown these things by the time she returns, no doubt. Are you fond of dancing, child? My Carellen’s a lovely dancer. She sings beautifully as well. What do you like to do?”

She scuffed a toe amongst the rushes. “Needlework.”

“Very restful, isn’t it?”

“Well,” said Arya, “not the way I do it.”

“No? I have always found it so. The gods give each of us our little gifts and talents, and it is meant for us to use them, my aunt always says. Any act can be a prayer, if done as well as we are able. Isn’t that a lovely thought? Remember that the next time you do your needlework. Do you work at it every day?”

“I did till I lost Needle. My new one’s not as good.”

“In times like these, we all must make do as best we can.” Lady Smallwood fussed at the bodice of the gown. “Now you look a proper young lady.”

I’m not a lady, Arya wanted to tell her, I’m a wolf.

“I do not know who you are, child,” the woman said, “and it may be that’s for the best. Someone important, I fear.” She smoothed down Arya’s collar. “In times like these, it is better to be insignificant."

/r/asoiaf Thread