I could maybe see him as Commander of the Night's Watch, but there won't be much left of them going forward. It would be happy in that he'd be rid of an unhappy marriage, but would he really enjoy being cooped up at the wall with a bunch of boys and societal rejects?

I like your approach - he will appreciate it all the more after the agony. I just like to give characters fluffy/kinky fun times and then zero it out when they die horribly. Either way, we're sadists. :)