When George RR Martin split a planned Book 5 into A Feast for Crows and ADWD, the viewpoint chapters were not randomly arranged. Besides the obvious plot chronology issues, the close proximity of Jon and Daenerys chapters is no accident. The evolution of these two characters mirror each other in ADWD, and their paths echo Quaithe's prophecy to Dany --- "To go forward you must go back."
For both characters, they seem to be going forward during most of the novel, albeit with great difficulty. At the Wall, Jon faces the demands from Stannis to support his campaign, internal strives with Bowen Marsh and other Night's Watch members, and the external threat from the Others and their wights. More important, he is torn between his own conflicts: To remain loyal to the Night's Watch as the 998th Lord Commander, or to heed Stannis' offer to become Lord of Winterfell and join the battle against the Boltons. In Meereen, Dany is pressed by enemies outside and within the city walls and torn between her duty to the people and her personal desires. Her internal conflicts are externalized as the chained dragons, Viserion and Rhaegal, who represents her wildness and aggression, just like Ghost represents Jon's. Both are able to temporarily restrain their wild, animalistic, and (possibly) lethal aspect of their nature and to stay human and civilized.
The conventional arc is a journey of taming one's wildness and animal instincts and becoming a social being. In the end, the hero grows from an unattached individual to a leader of men and a member of society. However, here the journey seems to be take a sharp turn, at least in ADWD. By the end both Jon and Dany burst out of their "human" form and morph into their animal avatars --- Dany is spiritually merged with the biggest, baddest Drogon, and Jon enters Ghost after his human death.
Before they reach this end, however, both also retrace their steps to the past. This is why the imagery of the "red doors" in Dany's memory dominated her thoughts and Jon is constantly reminded of his family and Winterfell throughout the novel. Dany's second burning in the fighting pit echoes her first burning in A Game of Thrones, and afterward in her wandering she is back in the Dorthraki Sea. Her adventures eastward has led her back, and the curse laid down 4 books ago is now reversed. Meanwhile at the Wall, Jon finally openly abandons his vow and the Night's Watch and chooses his family (ie, to rescue what he believes to be Arya) over Night's Watch. Both characters have come a full circle to where they started.
This may seem contrary to the convention of the genre, but let's not forget that The Lord of the Ring trilogy is ended with a return to the Shire, and the Hero's Journey also concludes with his return to home. Of course, in those cases, the heroes return after victory rather than frustration or defeat. This is why it's so hard to predict where GRRM is taking the characters and the plot.