She squeezes his hand back, a gesture of understanding, of a begrudging acceptance.

"Grief I understand. I shall do all I can to see if there is a way to ease the memory and the pain for you. Perhaps there is a sort of magic we can find." It was a plan, at least, and allowed Sansa to feel as if she had a bit more control over her brother's situation. That she could protect him just a bit.