It doesn't matter where they are, or who they are, or who they're up against. Jon isn't going to let anyone lay a hand on Sansa again. Not after everything she's had to endure. Just like he knows he can trust her to have his back when he needs it.

"They don't seem to be much like us, either. They have courts, but that appears to be where the resemblance to Westeros ends." Of course, he's not telling her anything she doesn't already know. "Although you would know more about that than I do."