I'm not saying you're wrong (although the worst part of the Starks to me is just making naive ass mistakes), but Sansa, on the show is like, what, 17? She's still just a kid and she's been through so much fucked up shit. She watched her father get killed by a beheading, then she had to look at the beheaded head, along with her septa's beheaded head who probably died trying to protect her. And then, she almost gets raped in an alleyway of King's Landing.
A year (?) or so later, she receives news of her brother and mothers' deaths and is betrothed to Tyrion Lannister, who was like 3 times her age at that point. A little while later, she is met with some of the only family she has left on her mother's side, only to see that her Aunt Lysa is a nutcase herself. Maybe she and Robin can get along though.
But then, she is actually raped by one of the most evil characters of the show. She goes through all that, and then finally she gets her home back, with a (half) sibling that she was least close with growing up. What would be the first thing on your mind?
edit: and just to be clear, without even saying whether Jon made the right choice or not, I just wish the guy would try to sympathize with his sister a little bit. He's gone through some things himself but he is the leader. Has Sansa even told him everything that's happened to her offscreen? He should at least try to understand why Sansa is so helllbent on vengeance - even if afterwards he has to get her to understand that the Night King's army is more important right now.