It also goes against the entire background for Littlefinger's character of doing anything possible for Cat - his manipulation of Lysa caused her to send a letter to the Starks implicating the Lannisters, which caused Ned to have to leave, and Catelyn to take Tyrion hostage, and so on and so on. His end game was specifically to hurt the Starks, one of whom is supposedly the only person besides himself who he's ever loved. And Sansa just either doesn't get mad about any of this, or doesn't realize it?
I think this will change once Arya and Hound get there (disclaimer: I have NOT read any of the books - just theory). I suspect that together, Sansa and Arya will see what Littlefinger is up to.