Well, keep in mind that Tyrion going to Winterfell was supposed to happen *after* Roose had fought off the Ironborn and been weakened in the process, so it wasn’t immediate.
I don’t think Tywin would have accepted Tyrion leaving with Sansa for the Free Cities, seeing that without the Purple Wedding, Winterfell should probably be secured, and the fArya plot would not be needed. Which would be pretty interesting, because in this scenario I could certainly see Ramsay trying to kill Tyrion and get Sansa for himself. Of course, Purple Wedding, trial, crossbow, so none of that happened.
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