Sansa nearly lets out a huff of laughter at his response because it shows just how good he is that he doesn't push the idea by mentioning how he might feel about her joining him on the trip. It's all very casual as they talk about the men and about Robin.

"I imagine Jon won't like the idea but I will point out to him that the Men of the Vale helped to win the war against Ramsay and that we would continue to be strong with their, your, continued allegiance." She muses before looking at him curiously. "I will have to bring Brienne and Podrick with me."