To be fair, though, it was established before then that it was true, unless you didn't believe that Dondarrion had actually been repeatedly resurrected, and that it was just a story they told to make him more fearsome. Which is also fair, but it still feeds into the point of the suspense: if you had trouble buying the fact of the Dondarrion resurrections, then you finally got your answer when Jon got his treatment.
Also recall -- if you read the books and aren't just relying on the TV series -- Catelyn Stark was also resurrected after her death during the Red Wedding, though her resurrection didn't go quite so well physically, since her body had already partly decomposed in a river, or mentally/emotionally, as she turned into a non-empathetic vengeance machine.
I liked the GoT where it was about human power plays, action, politics, intrigue, alliances, betrayal, love, death, etc. Suddenly mixing random magic into a well established structure just didn't work for me.
I get not being interested in that theme, but being surprised and disappointed that the series progressively turns out to be about exactly the thing it tells you is the lurking force that most in the setting disregard that it is going to be about is... well, surprisingly poor media literacy.