As we know, both Sansa and Theon have been through it. They were both tortured physically and psychologically by Ramsay Bolton (Iwan Rheon), and no other living person on the show really knows what that’s like. I have to imagine they both feel extremely isolated by their trauma. Sansa has made attempts to describe hers (see: her S6 confrontation with Littlefinger (Aidan Gillen)), but an outsider just can’t understand. And Theon loves his sister, but Yara (Gemma Whelan) is no therapist. Remember when her treatment for Theon’s shaky mental health was to force him to drink?