A thousand times this.
I have no idea why they included that scene. It doesn't have a character development function, it adds very little to the plot beyond the and actually removes any agency they had been building with Sansa for the last few episodes. Its there solely for shock value in a pathetic attempt to be "edgy"
We know Ramsey is an arsehole. Season 3 of solid torture and emasculating Theon taught us that. We know Sansa gets **** over - a lot. We know Theon is too terrified of Ramsey to intervene. Even the obvious best case scenario pay off didn't require this additional motivation.
I really thought with the opportunities that the TV has to be more efficient over AFFC they'd have done a better job than what they've served up so far. This is easily the worst season of the show.