It was her last request that made Klaus look up at her with a glare. "I do not work for you, Sansa." There was steel in his voice that had been completely absent from hers, and he watched her with a scowl as she turned her back on him. "If I take his head, it will be to protect you, because I wish to, but do not expect me to do your bidding."

He had lived through the Middle Ages. This was the sort of request a dame would make of her knight, and this was not the sort of relationship he was willing to enter. If he wanted anything specific out of Sansa, he might have played the part, but as it was, there was no reason to.