Inside the dragon-glass cave:
Jon: "My people won't accept a southern ruler. Not after everything they've suffered."
Dany: "They will, if their king does. They chose you to lead them. They chose you to protect them. Isn't their survival more important than your pride."
Jon Snow had the same conversation (even the exact same words) with Mance Rayder at Castle Black, trying to convince him to bend the knee to Stannis... before they burned Mance at the stake.