I have not heard a good explanation from any of the main analysts of why Sansa did not tell Jon. How the show is handling both Jon and Sansa is IMO completely different than what the books will do. The writing is just not as strong as the stuff that was based on GrrM's writing. Just have to live with it, but I don't think there will ever be a character driven reason behind Sansa's decision. I mean, she rides to The Wall to be protected by Jon, but doesn't trust him. How does that make sense?
The only reason that I can think of that she did not tell him was that she also don't trust Littlefinger to help. Assuming he didn't arrive until the day of the battle, maybe she didn't want to tell Jon and have him count on the Vale. She needed him to plan the battle assuming that they were on their own because for all she knew at the time, they were.