I didn't watch next week's preview, so I can't comment on that. But as far as the show has portrayed, Finger owed Sansa. You're right about the power dynamic, and I'll be interested to see what his next play will be.
Oh come on... If you're really gonna nitpick, then you can point to Jon completely escaping the storms of arrows or being pummeled under hundreds of men and still surviving.
Let's not suspend the suspension of disbelief.