Yeah, it's easy for us to see that the Lannisters aren't in the greatest position to march north. But from Roose's perspective:
The North - Wants Roose dead, but would protect Sansa.
Lannisters - want to #### them up for marrying Sansa.
Tyrells - Tight alliance with the Lannisters through the royal marriage.
Baratheons - Stannis is defeated, those that didn't travel north with him are loyal to Tommen
Tullys - Not really clear if Frey and Roose are tight or just schemed together. But the rest of the Riverlands wants Roose dead for betraying their King.
Greyjoys - Want Roose dead because his son made Theon a life-sized Ken doll.
The Vale - Cozy with Baelish, secretly, but probably no reason to count on them.
Martells - Doran doesn't want to start conflict with Lannisters.
North of the wall - Whitewalkers are a myth.
From Roose's perspective, nearly everyone wants him dead and there's no great conflict happening or looking like it's going to happen (unless Baelish told him something about what ever is happening in the Vale). They might not be in the best position to march up now, but that would change.
We know that the High Sparrow has messed things up in King's Landing, and the Tyrells and Lannisters alliance is shaky. We know Doran is dead and it looks like Dorne is on the brink of war. Roose doesn't.
EDIT: Ouch, didn't even mention Daenerys which kind of sucks because I forget that her goal was to head back at one point...
