And Ramsey's Ramesy

And while Jon, (and maybe Sansa to a lesser extent) probably at this point sees through all that high-born vs low born BS, it's still somewhat in him. Jon was far down the todem poll back in Winterfell. He was raised to believe pure bread Starks were better than him. So was Sansa.

When Jon first got to the wall, even he was on that "they just hate me because i'm better than them", and Mormont had to check him on all of that.