"It is always better to have family nearby." Truly, Sansa felt the most safe when she had some of her family there. Even when Jon wasn't trusting her, she knew he'd do anything to keep her safe. And while she and Arya were at odds sometimes, there was no doubt that Arya would kill anyone who threatened Sansa. "I'm sure Pym appreciates having you and your brother here with him." If Sansa had arrived here without Arya, or Margaery who was like a sister in so many ways, she wasn't sure she'd had adapted well.
"Arya is, yes. She's like you, a warrior." It didn't feel like an overreach to associate it with Torunn, she was evidently battle ready. Brienne would be proud to know that other worlds valued women warriors.