I think the show has made Arya more reactive than she really was and has failed to capture the true danger she was in. In the books, Arya was already in the same position as Sansa and worse while in Harrenhal, surrounded by the Mountain, the Mountain's Men, the Brave companies, Tywin Lannister and later Roose Bolton. She was often beaten up by the Mountain's Men which caused her to take a mouse identity (i.e. making herself as unthreatening as possible and take different routes when she saw them). The person she was sold to, would cane her every day and let her starve, and had a history of dying servants this way. By hiding her identity she put herself more in danger, because no one cares about servants dying like flies. The Tickler scared her as he would jut kill anyone randomly, something Sansa never had to worry, because as much as she was hated she was more worth it alive. Weasel/Nan had no worth alive, nobody cared if she died. When Roose Bolton came to power she sort got some immunity, but that didn't stop a woman to threaten to rape her with the blisters of a broken broom while she was just fetching water. That was the final straw and she decided to leave.