It was unnecessary.
We knew they would have sex. They're getting married. We can assume that he would be cruel about it because oh, wow, he's Ramsay Bolton and he's godawful. Would Sansa enjoy it? No. That's obvious. So the scene teaches us absolutely nothing new. It's as obvious as the fact that the characters wake, get dressed, eat, and then go about their day. So predictable, it is mundane.
Even of we had to have this explained to us, they could have done it the morning after through dialogue with more opportunity for character development rather than a drawn out conversation about what we all knew was coming and ominous music and gratuitous sounds of her suffering. We could have even seen how she was going to leverage this or how she reacted or how Reek reacted or Ramsay's former flame or Roose. But, as with everything else this season, leave it to another episode.
That's a range of easy ways.
But that they had to make us watch Ramsay pull the wings of another fly isn't the most insulting part. Sansa's wedding took longer than Ned's execution and had less character development. It is approaching daytime soap pacing. It's obnoxious.
If the season doesn't pull its head out of its ass in the next episode or two, this is the next True Blood to me.