It's all coming full circle. Warning: contains spoilers.
It was in the same scene that Jon and Qhorin Halfhand had a conversation about Ghost belonging in the North — which Jon repeats in this episode.
(Still mad he didn't say a proper goodbye to Ghost, though.)
It's both a message to Dany to "burn them all" — foreshadowing Dany going full Mad Queen — and a cry for freedom.