I was thinking that if the northerners knew Sansa was near, they would fight to get the Boltons out of Winterfell to return it to the Starks. Like Littlefinger could rally the men and they would march on Winterfell to kick Roose out. Roose says himself that they don't have the power to hold it without the marriage. The Boltons don't have many friends and Ramsey's flaying hasn't helped. Marrying Sansa gives them legitimacy.
Remember that Littlefinger will do anything to anyone if it improves his position. Sansa's safety is at best a secondary concern to controlling more regions and avenging Catelyn.