[Bobblehead]

re: Sansa's rape.

It showed that
a) the Strength Sansa appeared to have learned from Lord Baelish was ripped away
b) that even though Roose Bolton had explicitly told Ramsay of Sansa's importance, once behind closed doors it was forgotten.
c) that reek was still reek and even Sansa's appearance wasn't enough to bring Theon back.

And that 'c' point set up the scene in the finale. Reek had betrayed Sansa twice. That he would finally find the fortitude to save Sansa now was made more impactful by the earlier events. Yeah, we knew Ramsay is vile and Theon was broken. But in order to set up Theon's redemption we needed to see exactly how far he had fallen. We needed to see him cower when someone he had grown up with was the person in Ramsay's sights.

This is Game of Thrones and Martin has been very consistent about saying how he wants to go against the prevailing fantasy tropes. No character is wholly good of wholly evil. The medieval world is vicious and amoral. The good guy doesn't always win or even survive. That some long running characters eventually fall in a non-heroic manner is entirely consistent with what Martin is trying to achieve.