Like many, I assumed that Jon would be the one to slay the Night King and save the world, only to be surprised when that honor went to Arya. Many have complained that they were denied an "epic dual". But after thinking about it more, this is truly a fitting way to show that Arya, for all her assassin skills and faceless man power, has proven that she is still herself. Before, all of that was just words, and many feared that the Waif has taken Arya's face.
But Faceless Men worship death, and the Night King IS death. Arya's deed shows that she rejects the God of Death, and remains 100% devoted to the Stark cause. And as for Jon, it seems that if the Lord of Light is real, he brought him back to slay a threat just as big. Dany herself. She managed to rack up a higher body count than the Night King did at Hardholme, and Winterfell. And had nothing happened, she would have done the same thing across the whole world.
The Night King might be more dangerous, but a key theme in both the books and show, is that humanity is the real monster. Even if we manage to defeat threats to our survival, it would eradicate our own weaknesses, and due to their damaged DNA, Targaryens were very vulnerable to their own weakness.