It seems like people operate on the idea that if you display something in fiction, you're somehow supporting it. It's a gross misunderstanding of the nature of fiction.
It's because most Americans are so used to film/shows with the shallow, sentimental formula pumped out by Disney over and over that they can't enjoy a plot that doesn't always result with the good guys beating the bad guys and escaping unscathed-- save for their moral life lesson that will forever change them.
And I don't follow the cries of feminist, so I can only base this on what the previous posts have said, but to me, allowing Sansa to get raped and abused is not condoning these actions, but instead allows for the opportunity to really illustrate something meaningful. The reality is rape and abuse happen all the time and there isn't always a gallant savior to rescue these women seconds before their demise like hollywood always shows.
By always saving these characters instead of allowing them to experience these terrible things, you send a message that there is no second chances for you if get raped-- no happy endings-- because if that did happen in the plot it would "ruin" the character.
I'm quite interested in seeing how Sansa acts after this. Her innocence worked well early on, but was growing stale, and she can't truly become a mastermind politician without being crushed a few times.