While I hated the scene too I do think it was in context of the characters.
After all Ramsey couldn't have it said that marriage hadn't been consummated, and as someone said above if he'd pretended to be 'nice' it would have been worse later.
As for Sansa, I think all her illusions of courtly love and marriage have been stripped away, she has realised that as a young woman with (as far as she knows) no living family to protect her, what else was going to happen to her?
She goes back to Kings Landing Cersie would have seen to it that as bad or even worse would happen.
I think somewhere in her head she expected what was going to happen (well not the Theon bit).
I want to think that the whole making her look vulnerable etc is part of a bigger plan.
Ramsey to truly secure Winterfell, really needs a son from her. He will then not only be there just though force but also through inheritance.
Sansa can't risk appearing too independent, after all all she is to him is an incubator. Incubators don't need fingers toes etc. .
Littlefinger is defiantly playing the long game, and I cant believe that Sansa doesn't play some part in that.
But what do I know. . . .