I found it - thanks for being patient with me on that. And it says that in the same year that Arya turns 11 King Joffrey is married. Interesting.
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Perhaps because she was about to die when the dead attacked, and hadn't yet. That alone can be a good enough reason. Certainly works in the real world. And they didn't "show" it like they did with other, more pivotal sex scenes.
Re Sansa - it was again pivotal to her character development. IIRC it wasn't nearly as graphic as Dany's sex scene. No nudity at least, while still portraying the horrific events.
I mean at some level, why show any of the graphic scenes, sex or otherwise. Directors do it because it conveys meaning in the plot. Otherwise we could just read the books.