If Jon lives it's because he's a main character not because he's a smart leader. He's a fantastic swordsmen and a good military man. Jon will probably end up listening to Sansa or else Sansa will be his Hand without his knowing it, like Cersei did Robert.
A smart leader knows his weaknesses, so if he heeds Sansa's advice that's still being smart. And he has no choice, he can't hide anywhere from the White Walkers, there's literally no other move for him at this point. What's he supposed to do, hide in Dorne until the White Walkers kill off half of Westeros and hope that everyone comes together then?