There's a huge battle going on deep beyond the Wall, and while it's a vast expanse, Bran Stark can't be too far away from danger. He's not in Season 5 (unless there's a major shock in store) but he's got to be aware of trouble. Bran is similar to Arya in the fact that his storyline isn't directly connected to the main story just yet, but once he undergoes a form of training, he could be a major player. There's absolutely no way of knowing where Bran's story is headed, but next time we see him expect a transformation as he will be older, and will have progressed in some shape or form across the timescale of Season 5. He needs to play a big part, even if it could be a while before his inevitable reappearance.