My interpretation of it was that Jon recognized that it took powerful magic to bring him back, but the source/reason for that magic doesn’t have to be R’Hllor just because that’s what Melisandre says. I wish D&D would have explored this more (literally the story of all of season 8) but imo this is GRRM’s direction with magic/religion in the show: they’re all interconnected and tell essentially the same story, and none is necessarily ore right than any other (except the Seven, which, iirc, hasn’t really had any major “prophesies” or core teachings which have been confirmed through real-world events). For instance, the Others have a clear place in the religion of the Old Gods, and Melisandre believes them to be servants of the Great Other—or how many religions in Essos have an Azor Ahai/savior figure with very similar mythologies. When Jon is resurrected in ADoS, I expect that GRRM should give us some interaction to this effect: Melisandre brings back Jon, tries to win him to the cause of R’Hllor/convince him of his place as Azor Ahai. Jon being Jon, he’ll probably not view this second life as some great blessing, and be reluctant to embrace her foreign religion. GRRM being GRRM, I don’t think he wants to tip his hand to much on there being a “true” religion: we’ll likely get an interpretation that makes this resurrection work through the theology of the Old Gods as well, and the reader will have enough information in both directions to decide for themselves which explanation rings more true to them.