It’s a running theme in Game of Thrones that characters that choose love over duty get severely fucked, from Robb Stark to Rhaegar Targaryen. Throughout the show, it’s Jon that’s always chosen duty over love. He abandons Ygritte and his family to serve the Night’s Watch, and he does it because he staunchly believes that it’s the right thing to do. And then he gets stabbed to death.
Now he’s back, and in his first lines questions everything that he’s stood for. And his immediate action is to leave the Watch. I think he’s changed his mind about what Maester Aemon said. Choosing duty got him killed. There’s no clear path anymore. So he’s going to go help the people he cares about: his family.
Bonus- Samwell’s line to Gilly (paraphrased): “I care about everybody in the world. Well, I don’t really. All I care about is you and him”. Sam’s got it right- it’s time for Jon to bail out what little family he has left.