Jon and Dany will marry and probably will have a child. It was set up but it'll be loveless marriage that helps secure peace in the Westeros and prepare for invasion of white walkers. Essentially, that is what show even showed to us. Jon is not going to marry Sansa or Arya. It will be Dany but the thing is it might be purely political. They will like each other but not love in a way they did Drogo or Ygritte. You'll disagree but that's how I see it.