what would you have wanted to happen?

As a viewer sympathetic to Sansa, say we see Theon or Sansa kill Ramsay then escape. Then what? Roose is Warden, Theon and Sansa are exposed and while "The North Remembers" there is no organized body nor troops to do anything for Theon and Sansa. Roose is wedded to Walda Frey, and the Frey's have the strongest and largest standing army in the North due to basically sitting out War of the Five Kings.

So what other scenario is there? If Ramsay somehow becomes gentle to Sansa because of Roose's warnings, then it would be a major departure of character for Ramsay. It would be far more unbelievable than the scene we got, and more unbelievable than Theon somehow intervening.

The scene is being characterized as rape, and we can all agree Sansa was an unwilling participant. But the context of the scene is a wedding night... what else, realistically, did we as viewers expect to happen?