Well also, if Jon marries Danerys and they win the war and Jon becomes King Jon, who's his next of kin if he dies without children? Probably Sansa.
So one very unlikely scenario is that Jon and Dany marry and become king and queen and both die during the war against the Night's King, and after it's all over there are still loyalists on both the Targaryan-Strark and Baratheon-Lannister sides ready to make trouble. So Sansa is declared as King Jon's heir and Tyrion is Queen Cersei's, and they both agree to marry again or say they were married all along to stop the conflict. That's how the War of the Roses ended (the real war that inspired so much of this story), the last Lancaster (Henry Tudor, a cousin) married the eldest daughter of the last York king (Elizabeth of York), and thirty years of war officially ended.
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