"I'll go with you, your Grace," Sansa says. She thinks she can trust him. He seems like he's not from Westeros at all and he has been forthright with her thus far. She knows that beautiful things are often ugly underneath but what choice does she have but to trust him? He's offering an escape. It's better than remaining here in bondage under uncertain terms.

"Do you swear not to harm me? I know it must seem silly to ask for such an oath," Sansa says, "But I need assurance. I have been treated ill in the past by those pretending to have my best interests at heart."