Jorah Mormont was certainly prepared to give his life for his Queen, as shown by his entering into the Great Games in Daznaks Pit. Given where the character has been headed in recent weeks - the greyscale, the rejection from Daenerys - it seemed likely that his journey would be coming to an end here. However, despite some struggles in the melee he emerges victorious, then kills a Son with a spear, thus winning back Daenerys approval. The happiness may not last long, especially with Dany gone and the greyscale still creeping up his arm, but for now hes earned back the trust of the woman he loves, and thats enough for him.