They said there would be no happy endings. I actually think everyone did get a happy ending.
Jon's vows ended with his death so his watch ended then. But, as you say, there is no Nights Watch. Their job was to mantle wall which was keeping the bad guys out. Once a big dragon came long and melted a big hole in it the Nights Watch didn't seem relevant anymore.
Jon asking of the folk up there and seems to be off on an adventure looking for a place to settle.
Arya is off on her own adventure.
Sansa is Queen.
Bran is King.
Tyrion will be respected as Hand (and not executed by Danny or Greyworm, which helps for happiness)
Drogo the Dragon knew his mother was a nutter, acknowledged Jon as a Targaryen and didn't burn him for killing Danny (which, I think, was nice of him), and melted the Iron Throne, showing that he understood the Throne was the major problem. He has flapped off to live as dragons do.
And, best of all, one eared Ghost was reunited with Jon.
So, happy endings all round.
I have heard whispers of a prequel, and spin offs.