TBH, we never learned enough about Rickon for me to care about him dying, and I'm not sure Sansa would care that much either. The last time Sansa saw him he was a whiny toddler without much discernible personality except that he had a vicious and uncontrollable wolf. Moreover, his survival would undermine both her claim to Winterfell and Jon's claim, even though Rickon is too young, inexperienced, and unknown (that's what comes of years pretending to be dead!) to have the faintest hope of holding Winterfell or the North. Letting Ramsay kill Rickon served everyone's interest (except maybe Rickon, but even then there are worse deaths).

I'm with you on the King in the North thing being a terrible, terrible idea. The North needs food and fuel for the winter, plus a plan and weapons for killing the Others. More war with the Lannisters is surely the last thing they need. With you on Tommen's suicide being under-written too.