Rickon being killed was really only a plot device to have Jon set off first towards Bolton.
In fact, the argument could be made that Rickon's entire character was nothing more than a plot device to drive other characters' actions. I cannot think of one single important action that was taken by him*. He was even, at a remove, the device used to make fun of Dickon's name, several times.
So, had he zigged, or zagged, he could have
a) just made it so Bolton needed a couple more shots [dull] or
b) survived and gone on to be used again to drive someone else's plot, or worse,
c) we'd have had to follow him through the ensuing battle & see if he lived or died there... and we don't care by now, his character is spent.
Had he survived Bolton's arrows, then another device would have had to be used to get Jon out ahead of everyone else.
Rickon was just the most convenient.
Having him back at Winterfell right through S07 would have needed a lot of plot filler to justify his presence. For most of the previous 3 seasons he'd been "alive, but missing" which suited the show-runners just fine. He was hardly going to make a Gendry-style comeback and then have an important part to play, he was just loose change in the over-full purse of Winterfell plot.
He may well have become a confusion in the matter of 'who should be Lord of Winterfell'.... "It can't be Jon, he's a bastard, Bran is off with the fairies in his head... could it be a girl or should it be the next oldest boy..." too much contrivance when we already know where the overall plot should be going, now we're fully aware of Jon's parentage - even if at the time, most of the characters weren't.
*Rickon plot synopsis...
Was given one of 6 puppies.
Tagged along when Osha took Bran away from Winterfell after Theon's attack.
Was supposedly killed by Theon - which gave a lot of plot device to many characters for many episodes.
Tagged along to somewhere near the wall where Osha then took him off for a couple of seasons.
Returned with Osha for her to be killed by Bolton [she also had no plot line left], betrayed by Smalljon Umber as a plot device for wildlings and Jon, then became 'entertainment' for Bolton to provoke John.
At all times merely a bystander to the events, never a contributor.