The Sansa / Arya thing is a bit annoying but it's also understandable to a point.
Think about it, last time they were together.. Sansa was 14/15 and the "perfect" girl of the family. Disliked the big boring uncivilised Winterfell keep and always dreaming of the fancy dresses, "civilised" life down south and marrying a shiny King. Arya was the 12 year old tomboy who loved the North and was always struggling to not be the princess and just play with the boys. Neither sister really got on well with each other.
They go south, Sansa lies in questioning which forces Arya to chase away her dire wolf to prevent it being killed. The next thing, Arya gets to watch (sort of) her father get beheaded whilst Sansa is stood next to the people who ordered it.. in one of the pretty dresses she always wanted.
Now they've met up once more after several years apart, but neither knows the true story of what each other suffered. You have the initial happy-joy of family together after so many have been thought dead. Then you start to get the normal sister relationship they had kick back in, just combined with Sansa thinking Arya basically ran around happy as a scamp and picking up sword tricks, and Arya thinking Sansa had the court life and dresses she used to wish for. There's going to be friction.
You'd expect both of them by now to have picked up enough awareness to pick out some of the manipulation going on, but eh, the nature of their relationship isn't too glaringly out of context.