...she would have to explain that she met Littlefinger. And if she explained his presence, she would have to explain why he was there, and why she turned down the armies of the Vale
Plus, she would have to explain WHO Littlefinger is, i.e., the guy who fucked Dad over and basically got him killed, but he's really a decent guy except for the time he married me off to that sadistic maniac, but really he can be quite useful, maybe we can ask him for help. Jon may or may not have gotten the full story of Littlefinger's role in any of that intrigue.
Clearly it was purposely a little bit ambiguous on D&D's part to keep everyone guessing, but I interpreted it as Sansa thinking, "you know what, I'm not even gonna go there." If she mentions Littlefinger and his huge, fresh army, Jon and Davos are naturally going to want to get him on their side. Sansa will immediately have to go on the defensive about why that's a bad idea. They'll all say "okay fine he's sleazy, we'll keep an eye on him," and Sansa will have to convince them that no, there is no way you can beat this guy at being a sneaky fuck. Basically she would immediately put herself at odds with everyone else in the room.
She may not want to go into too much detail about why she hates LF so much, in part because she would then have to explain more about what exactly Ramsay did to her.
As men in that world, Jon and Davos will hear "he married me to Ramsay, who raped me," and think "Sansa didn't want to marry this guy for many good reasons, but LF convinced her and she was grossed out by having to fuck him." Sort of like Cersei with Robert.
But if what Sansa told LF is correct, and there's no reason to doubt it, there was more going on than sex--even rough sex--with a guy she'd rather not be married to (which--to be clear--is still rape). She told LF that she could still physically feel the effects of what Ramsay did to her inside her body. That must have been some truly sick shit. I'm a guy. I've never been sexually assaulted. I'm no prude but I can't even think of what he could do that would produce that result and not kill her...and I shudder when I try.
Being decent guys, Jon and Davos would feel bad for her, of course, but they would also probably encourage her to forgive LF for marrying her off to an asshole if it would help pave the way for such an amazing alliance. Then she would have to explain in greater detail why she will never be able to do that. And she just might not be ready to have that talk with her half-brother she was never really close with growing up, and a room full of strangers.