Sansa's storyline is being the future of House Stark. Jon is a bastard (not really) and a cousin (really) and a Targaryen king. Sansa's children will rule the North.

Sansa thought she wanted to marry a handsome young prince and sit on the Iron Throne but as a mature woman of substance, she wants to be at home, leading the North as is her blood right. Plus, she is the living embodiment of Beauty and the Beast, of course. She's learned that sometimes the most horrifying of monsters look like men (Ramsey, Joff), and real men, brave, gentle and strong men, look like monsters (Sandor Clegane).

Lady of Winterfell, key to the north, could have any man in the kingdom, but she wants to be with a ravaged old dog.

So...lady wolf mates with vicious hound, born and bred to be a hunter-killer. The Hound is devoted only to the family that loves him (House Stark) and will still maul the eff out of anyone who threatens them. Jon can trust that his sisters are safe alone in the North, if they are with the Hound, freeing him to live with Dany in KL and Dragonstone.

Sansa will be the lady of Winterfell and control the economic and political elements of the North, while Clegane is her enforcer--he'll will crush any skulls that need crushing and/or behead anybody who needs to be executed. Arya is the Hound's metaphorical kid already, and she will stay with them until she either finds someone she wants to marry or just takes off to see what's west of Westeros.

EPILOGUE: "your sons will be killers someday" -- Sandor Clegane will be the father of a bunch of hybrid dire wolf/hound pups legitimized Stark, because there must always be a Stark in Winterfell.