And of course littlefinger didn't send a raven or anything to let Sansa know he was coming. I didn't really get the sense of urgency considering Briene hadn't come back from her mission yet either. It was really amateur hour for the stark side.
Nah, Brienne already let them know she failed.
They also knew they needed to strike before the big winter storms arrived (it was a short time coming with Stannis, must be even shorter now).
As far as Jon knew, this was All the help they ever were gonna get, so you're down with this: go through the gauntlet, avoid pincer attacks, and kill Ramsay to try disorganize his army.
Otoh, there was 0 downside for Sanda to go ahead and say:
"Jon, I did not tell you this because I have my doubts about him and I went through things I would rather not talk about at the moment (accomplice to murder), but Peter Baelish has a Vale Knight force ready to assist us at my demand stationned near Castle Black. I have made that demand a few days ago via crow. If he is going to come through and help us, he can be here as early as tomorrow with more than 2000 mounted knights.
Wait -2- days, and then make your decision."