Other women he would rather. There's only ever been one woman for him. Now two. Which he supposes is not something to explain right now. Not fully, anyway. Sansa's the one who's here, anyway, and hasn't outright denied him yet. This could be a possibility.

"I can think of none that I would rather. You may find this hard to believe, given the businesses I own, but I can hardly say I know much more than you do." At this point, she's probably even had more experience than he has. "Doesn't enduring it together make more sense than any other option?"