He doesn't see the point in mentioning it again. She knows how he feels, and has made it clear how she feels. Bringing it up again, in a place occupied by her brother, seems unwise.

"The Vale has declared for House Stark. Your presence for a time will be a representation of that declaration, and a way for House Stark to show their appreciation of our loyalty." His mouth thins a little at the mention of Brienne and Podrick, but there's nothing to be done about that. "There is room at the Eyrie for Lady Brienne and Podrick to come along."