I keep forgetting that Theon exists. D&D apparently do too, they're probably like "oh yeah this guy. I guess we still gotta do something with him. Say, why did we torture him for multiple seasons again?". I feel like Sansa, Arya, Littlefinger, Varys, Melisandre, Grey Worm and Missandai are some of their other leftover characters that don't particularly matter for the main plot, so they don't get to do much besides some of them being involved in the superfluous Winterfell drama to occupy them for a season. And the rest just joined Jon's merry band