The problem with scenes like this, and why I actually referenced Spartacus a few posts back (a show more gore and sex-filled than GoT will likely ever get and yet never managed to make my stomach churn like it did tonight), is that when they happen in this show they tend to serve no purpose. And when that's the case, it's just fucking sadistic, not to mention cheap storytelling.
The audience already knows the Boltons are monsters.
Sansa already knows the Bolton's are monsters.
We ALL already knew that Ramsey was going to start torturing her the second he was able to.
This scene gave us nothing new. We learned nothing new about the characters. It did nothing to push to story forward. It was just this cheap, gross thing to make the audience gasp at the end of the episode. Not only is that fucking cheap, but you choose to do that with the rape of young girl while her "brother" watches? If you're going to do a scene like that, for fuck's sake make it count for something.
This is the worst tendency of the GoT writers.
This is rather presumptuous is it not? The episode literally ended on that scene so we have no idea what results from it. Why do you assume that Theon is going to be unshaped by what happened? I think the fact that he was there at all and how the camera focused on him at the end is a sign that this event is going to wake him up.