I thought it made sense, and for once, was kind of subtle.
My feel, which I tried to explain in my article, was that Arya was playing a double game and clued Sansa in by playing the ‘Game of Faces’ with her (saying things Sansa clearly knew were not true and handing her the knife and turning her back).
Going and talking to Bran apparently clinched it for Sansa (although we didn’t see that part).
(in case people don’t know what we are referring to)