It’s the same reason Sansa managed to create an alliance with Theon — and recognize his emotional and physical trauma — while the traitor refused to even come within a 100-mile radius of Jon. “[He] will have me killed the moment I step through the gate,” Theon tells Sansa in season 6’s "Home" as the pair scurries to Castle Black in an effort to escape the sadistic Ramsay. Sansa tries to calm Theon down by swearing she’ll tell her brother the "truth:" that Greyjoy didn’t actually murder Bran and Rickon. He counters, “And the truth about the farm boys I killed in their place? And the truth about Ser Rodrik, who[m] I beheaded? And the truth about Robb, who[m] I betrayed … I don’t want to be forgiven. I cannot make amends to your family for the things I’ve done.” Even Theon knows a man as obsessed with honor as Jon Snow could never fully pardon the wannabe pirate's previous reprehensible behavior.