The crown is threatening Jon and the north from the south. The army of the dead is threatening from the north. The Lannisters are currently far too weak to be a threat, so you definitely don't want to give them an ally. One that's in the north especially. We saw how that went with the Boltons.

I'm not sure what Jon's best course of action is with Littlefinger, honestly. Maybe sending Sansa to treat with Robin.