Because this is chess, not checkers, and confident chess players can move powerful pieces into dangerous spots. The entire point of LF's character is that he's an expert at the game of thrones and plays it at an entirely different level than anyone else save a few people and he's so good at feigning his strengths that practically everyone underestimates him. I see Sansa as a two-pronged attack because she's potentially deadly for Ramsey(directly or indirectly) and bait for Stannis. The wedding between Ramsey and Sansa will clearly reach Stannis and there's no way he'd allow the Boltons to legitimize a claim to the North. I'm fairly certain LF will become Warden of the North and if I had to place a super early guess I think something will slip way down the line that he kicked off this entire chain of events and Sansa will find out and kill him for it. I think that's her end game is to be the one who eventually gets LF because she's the only one who could get him to drop his guard and he'd never expect her to be the one to kill him. He spent his life chasing after her mom and now her, it only makes sense that his lust for a Stark/Tully does him in.