The other obvious fate would have been for him to survive to next season adn get walkerified. Which is a bit terrifying. Maybe the actor didn't want to be around for next season, especially if he only had a couple of episodes.
But, like you said they need to send the symbolic message of blood being thicker than water and families standing together. The way to win the game is not to play.
Tossing him out the moon door would be nice but likely added thousands to the cost along with a dangerous trip to the Aerie on winter roads. and it also affirmed Arya's skill and allowed Sansa to acknowledge her sister.