Something tells me that the Avatar Comic Con Panel experts didn't do the Shipper Game for nothing. The whole audience thought that the Blue Spirit and Azula thing was disgusting, the creators were not that dumb to include that shipper. They knew that the audience would freak out. They are upto something and this is what I think will happen...
The Blue Spirit will return, he is too much of an important figure to give up. I think it will be??embodied by a different person this time. However, I don't know why. Maybe an anti-Fire Nation that is in the Fire Nation. Maybe...Kuzon? Who knows... But Zuko does not self-proclamate his double identity with the Blue Spirit. There is another person to it...one who has a well-defined reason and will make an interesting and complex story arc.