Yea, for the casual fan (does that exist) who doesn't know the theory, that's not really a bombshell you drop in episode 3 of a season. But I don't think that was the point of that scene, as far as I remember Jon doesn't know yet. I thought it was more Bran teasing to it when he immediately told Sansa he needed to talk to Jon.
Yea, that's pretty much it. I don't think there's anything left to tell of their back story.