Arya doesn't know. She was on the road immediately after Ned was killed. She doesn't know what Sansa was dealing with. Sansa and Arya didn't have a good relationship in their younger days and Arya doesn't seem to really trust Sansa yet. Arya has very much been out of the loop. She didn't even know the Starks had won back Winterfell.
I did find it somewhat interesting that Sansa was dealing with people more like Jon would want and Arya was mad at her about it. In their time apart, Jon has learned to think first, be more diplomatic before reacting. Arya has been alone, only having to worry about herself so she really hasn't learned that.
Gendry being all " hey I'm Robert Baratheon's bastard, your Ned Stark's bastard, let's be BFFs like our dads" was was favorite part of the episode.