@RuRoRul, I agree with you that in the grand scheme of things, concluding the existential threat at 94% of the story isn't a bad thing, and you hit the nail on the head about what my and many other people's expectations were - see Cersei realize that she royally fucked up when a horde of wights knocks at her door, and see those smug maesters realize that Sam was right all along, and all of Westeros with them. Not only they will never realize it - most people south of the Twins as I said won't even believe the White Walkers existed.
I agree however that the problem with the army of the dead is that they're not a regular army - they have not a militar goal, they can't be reasoned with, you can't strike a truce with them - they're an unstoppable force of nature, so there's no middle ground, they either conquer everything or get annihilated. It's difficult to have the heroes defeated but living to fight another day in such a scenario.
How would I have done it? heck if I know! some possible choices:
- Since the Night King does not speak anyway and their motives are vague (but most likely there was nothing more to "Weapon of the Children of the Forest gone rogue; they want to destroy humanity and their memory and that's it"), he could have killed Bran and, his major goal achieved, just left Winterfell and kept marching south to conquer all of Westeros, because of mystical reasons or whatever. Defeat the Three Eyed Raven and move on.
- Have Winterfell perfectly walled up and defended during a siege; the heroes realize the battle is lost and that they should run away. It has been estabilished there are secrets passages out of Winterfell and Yara conquered the Iron Islands back as a fall back point in case Winterfell was lost, that looked like foreshadowing. Have the survivors regroup there and form a plan to go back to a now fully conquered Westeros and destroy the Night King once and for all. That would have somehow explained the vision of Dany walking in a destroyed and snowy throne hall - they eventually reach King's Landing and she ponders "so this is what I wanted all my life.. and look what happened, a long gone menace came back and destroyed the world as we knew it, how naive I was and how silly everyone were to fight for a chair", that sort of thing.