"The Wall is no safe place for a woman, Sansa." It was true, even if those that had forgotten their vows and betrayed Lord Commander Mormont had paid the price already, the tone of Jon's voice made it pretty clear that he would have protected her, no matter the cost. After all, there was already Val to keep safe, though perhaps it was his men that needed safekeeping from the Wildling.

"King Stannis and his men was stationed at the Wall, they came to our aid when no one answered our call. The Long Night is coming and the Wildings are seeking the protection of the Wall, with good reasons." Not that he doubted it would change Sansa'S decision about coming to the Wall, but to the least, she would know about the situation up North. In hopes that she ever was to remember this conversation once they would be sent home, if at all.

"You could have hurt yourself like Bran, jumping from that high, Sansa! What were you thinking?" The words left his mouth despite himself. He as Lord Commander, she was not his sister anymore; he had hundreds of brothers now, but still, he cared for her and would rather see no harm come to the red head.