Thery're setting up the Jon/Dany romance.

I think it's pretty clear. First there was the scene where Dany returns with Drogon, and notices not only that Drogon appears friendly with Jon, but that Jon was apparently fearless in Drogon's presence (Drogon's head and neck blocked her view in the initial moment when Jon was trembling). Clearly this scene is meant to show Dany being impressed not only by Jon's courage, but by the fact that her "children" accept him.

Then later came the moment when he proposed venturing north of the wall again to capture a white walker. Dany was reluctant to allow him to go, and I got the real sense it was not because she was determined to exert her authority over him and keep him hostage, but it was because she was worried for his safety if he did.