From memory, the vows he broke when he went north of the wall were to complete the mission and not get exposed as still being loyal to the Night's Watch. My impression was that he takes those vow's very seriously and has turned down the opportunity to join Stannis in taking back Winterfell and taking control of it. I forget, which vows did he break with Mance and Stannis?

Very good points about Martin pointing out the frailties of human behavior, but I still think Jon will be back. Depending on how the next book/season go, there could be many plotlines tied up with the return of Jon and a start to the conclusion of the series.