He had a desire to simply sneak into Winterfell and rip the Bolton bastard apart with his bare hands. But that would simply be far too easy and too quick an end for him, not to mention that Jon himself could still be overwhelmed with numbers or killed by a lucky strike/arrow once cornered. He had long lost his fear of death, but dying stupidly before dragging all of his enemies down to hell together with him was unacceptable.