I think she was more unnerved than anything else.Was Sansa jealous of Arya fighting skills?
First Bran comes back and wastes no time freaking her out be being all bizarre and then she thinks she has her little sister back and in less than a day she realizes that Arya is some kind of fukking highly trained ninja assassin.
After all those years alone she finally gets some of what she considers her "true" family back and they are unrecognizable.