I didn't think it was even Roose who said that line right before doing the deed in the books. I could be wrong though. I also thought it would have been great if they ended with the Arya cliffhanger. In the books, it was crazy because you thought that Arya was gone too. That might have made people really mad though. I would have loved it though. I remember reading that chapter and being like, "OH NO YOU DIDN'T!!"