Jon doesn't know if his sword actually does any good against these ghosts or not, but after his earlier encounter with Olly, Jon's got it with him anyway. Just in case.

She won't have to die though. Jon isn't going to let that happen. Too many of his family members have died, starting before he was even born.

And Ramsay, especially, isn't going to be responsible for any more deaths.

He doesn't know if Valyrian steel makes any difference against these ghosts, but that doesn't stop him from drawing his sword and pressing it against Ramsay's throat. He can at least stop Ramsay's progress enough to give Sansa time to get away.

"I'll hold him off. You go."