Catelyn's hair is the same red-brown as the clay her marble temples stand on, while Sansa is born with hair as red and shining as the wildfires that destroy everything her mother holds dear.
Maybe that should have warned Catelyn, in the end.
Sansa grows more beautiful as the years turn and change. With her sweet voice, fair skin, and river-blue eyes, even the highest of gods have seek her favor with piles of jewels and gold. She dances around them though, always out of reach. Like any dutiful daughter, she waits and waits until one of them gains the approval of her watching mother.
It is no surprise then, that the fates grow tired of granting Catelyn her wish of sweet Sansa never changing.
She doesn't regard it as running away, merely taking advantage of the sisters' offer of change and freedom. But when she arrives, wet and freezing, to meet the cold, distant king they give her, she can't help wondering which is worse-to be pursued for her beauty or ignored.
Sansa knows she will never be able to ensnare men like enthralling, enchanting Margaery, but she has seen enough (far too much) of her friends escapades to ensure the god who seems to only consider her a burden will look at her.
Her king is cold, but she knows he is not lifeless when he kisses like he's dying of thirst, and Sansa knows she will never grow tired of the tastes of sea and salt and blood he leaves on her lips. They call him death, but she does not think death would leave her blissful and wet and aching, covered in red scratches and lingering bites.
When he breathes her name into her neck when he enters her, when he strokes her hair and tells her she is fire, Sansa realizes she is in love with him, and he with her.