One of the problems with Game of Thrones is despite the abundance of female characters it is quite rapey. This time Sansa, instead of getting to make a break for freedom like her sister, ends up facing a gang rape and has to be rescued by a man.
As the show now feels so rushed there was no real sense that that she wasn't going to be rescued. So it felt like titillation: watch the teenager come to the verge of being raped.