Plenty of reason to not tell Jon.
Lets think about what happens if he knows.
He probably elects to delay, waiting for the knights to get there.
Ramsay would figure out he now is at a disadvantage, likely would retreat into winterfell, this time more able to withstand a siege (this time it didnt work out as his army was largely beaten by the time he got back into the walls).
Ultimately, Jon and his allied men *needed* to be bait for Ramsay's army, to draw them out so they could be beaten. She did however tell him what he needed to do to minimize those deaths- Dont let Ramsay use Rickon to make you do something foolish. And.. he didnt even listen to that.
This is all well and good. But then you are crediting Sansa with being a great battle tactician. I don't see that no matter how jaded she has become. Now if she would have told Jon I am sorry, LF asked me not to say anything about his arrival because he thought it best to be a surprise, that would be believable. As it is, she just withheld it for whatever reason. My guess is she didn't want to explain why LF would bring the LoV North before they were asked. Ultimately it will go unexplained, and somewhat of a plot hole that on the whole we don't give a **** because we got a result we wanted and it set up everything else that is to come.