WARNING: Major Spoilers ahead for the latest episode of Game of Thrones! Continue reading at your own risk...
It looked as though Benjen traded his life for Jon's, knowing his nephew could defeat the Night King. However, if you think back to Benjen's rescue of Bran and Meera in Season 6, this situation may not be so black and white.
There's a good chance Benjen didn't die on that ice.
If you recall, Benjen isn't exactly human. He revealed to Bran and Meera that he was left for dead beyond the wall, but that he was saved by the Children of the Forest. They put a shard of dragonglass into his heart — just as they did when they created the White Walkers.
So, Benjen is made of the same materials as the Night King. Does that also offer him some kind of power over the wights that swarmed him on the ice? It would make sense for Benjen to have an upper hand over the monsters that are essentially his inferiors. The dragonglass in his heart might have actually saved him again.
There's also the classic notion in shows like Game of Thrones and The Walking Dead, that a character is only truly dead if you see their death unfold with your own eyes. Take The Walking Dead for example, both Rick Grimes and Glenn Rhee were seen taken down by a horde of zombies at different points in the show. Both miraculously survived — and neither one of them were powered by shards of a mystical metal.
The point here is, we didn't see Benjen actually die. Couple that with his gift from the Children of the Forest, and it's more than possible that Benjen Stark could turn up to save the day again.