Because they're not incompatible at all. She was learning the play the game, but she made a specific choice to be married to Ramsay. She knew full well that marriages need to be consummated in the world she lives in. She knew full well when she agreed to go. She knew full well when she agreed to marry him. And she knew full well right before it happened.
You're being intentionally obtuse here, at least I hope so, otherwise you seem to be the one confused. You do not need to be a master at the game to understand how limited your actual plays are. In fact, being a novice at the game kind of explains why Sansa could not come up with any other possible way for things to happen other than how they did. And she deliberately chooses not to fight back or resist Ramsay or try and convince him otherwise.
Besides, playing of the game is putting yourself in a situation to allow something else to eventually happen down the line (Unless you're Cersei of course, but we're about to see everything blow up in her face anyway). I'm sure most people can at least grasp the basic concept of "I need to do X in order to survive."
Both are what occurred here. Sansa willingly allowing herself to be married to Ramsay is her playing the game, not resisting Ramsay is playing the game. But its also a basic human function of survival. Even if you want to pretend that Sansa is 100% completely ignorant about the Boltons, she saw Theon several times before her wedding night. Identified as Reek and Ramsay's servant. Theon himself tells her he will hurt him right before taking her to the wedding. She had more than enough chances to learn how Ramsay actually is.