The general consensus of our little fan group at work (myself included here) is that this is either an ‘oh shit’ ending because they suddenly realised not enough time was left to finish all the story threads or its been left open for a future film.
The conclusions we reached based on what we saw were
1) Dany is dead but won’t be for long – the dragon carrying off her body aside (there is clear intent there), it’s a well-established principle that dead people in this setting don’t necessarily stay dead if they have a chosen purpose due to either divine and magical reasons. There are at least three characters (2 in the show + one more in the books) who are killed stone dead but come back. Dany will be back as something, not sure what but that’s where the dragon is taking her.
2) Before Varys is arrested, he is clearly sending raven scrolls to parties unknown divulging Jon’s real heritage. Who was receiving these and why? Nothing comes of this its put in too late to mean anything significant unless it’s a calculated last act for that character for future conclusion.
3) Jon is ultimately sent back to the nights watch, an entirely pointless exercise given that there is nothing left to watch for, castle black is now a wildling stronghold and there is a dirty great hole in the wall next to it. Why? Well consider it was King Bran who sent him there who also has the ‘Greensight’, the ability to see both the past and the future. What better way to keep the true heir out of harm’s way than to send him to the back end of the world where he will be very difficult to find when Dany comes back for revenge.
There is too much money still to be made in this franchise not to go for a full film conclusion, the lacklustre ending and the subsequent backlash from both fans and cast alike may be a very clever way to whip up enough froth to guarantee the success of a film.
I hear there is a petition now (seriously?) to have the ending re-written and I understand that even JRR Martin has said the book ending will have 'similaries' to the show ending.
Anyway thats what my work fan group thinks