In Game of Thrones S5 E7 Jon Snow, along with some Wildlings and rangers, leaves Castle Black in order to
take Stannis' ships to travel to Hardhome, north of the Wall, and then try to come back again the same way, to try to bring Wildlings south of the Wall.
Then at the end of E08, Jon is shown
on a boat, heading toward said ships. Ships that - as had been established earlier - can sail around the Wall, just as one might have expected. As I understand it, Stannis had used them for that exact purpose.
Indeed, as far as I recall, that was the whole point in traveling that way in the first place.
Yet in E09, Jon and a large group of Wildlings are on foot, and instead of doing what it seemed they were trying to do at the end of E08, it now looks like they're at
the tunnel gate, on the wrong side of the Wall, with Ser Alliser looking down from the warming shed atop the Wall. Ser Alliser hesitates over raising the gate to let them in.
It's a nice dramatic moment, but why is he there at all?
Why not at the Southern gate to Castle Black - where not only are they far safer - but he can try to convince people to let them in? Why on earth would they not simply sail back south of the Wall? North of the Wall, they've got a long trek from the coast to get to the gate of the tunnel under the Wall to the safety of Castle Black. Every step of that north-side trek would be in danger from White Walkers, and then there's the risk that Ser Alliser (or someone else) might just say "I see no Night's Watch, just Wildlings. Jon Snow must be dead." while all Jon can do is look up, since there's little chance of being heard (or at least little chance of being understood). South of the Wall, it's also a long trek but there's a 700 foot high wall in between them and the White Walkers, so they're not in danger of attack every step of the journey. Which I thought was why they had taken ships.
I seem to recall there was even a conversation to that effect in an earlier episode.
What did I miss?