We didn't know how much we needed to see Theon and Sansa reunite on Game of Thrones until it happened. It's been quite some time since these two saw one another, but they're forever bonded thanks to Ramsay Bolton. Although, their bond actually goes back to season one. Since Theon is Ned Stark's ward, he grew up with the Stark children, and in many ways, he's one of them. But it's more than childhood history that makes seeing Theon and Sansa together again so poignant.
The last time they saw each other, Theon had just overcome the major trauma of being "Reek" to get Sansa to the safety of Brienne. During his time with Ramsay, the Greyjoy heir is beaten, tortured, and degraded. Before Sansa becomes Ramsay's bride, the Bolton bastard has already made Theon a eunuch and put him through unthinkable mental and physical torture. Things only get worse from there. He also forces Theon to give Sansa away in marriage to him since he's basically her brother, and then he rapes Sansa in front of him. Through it all, the Lady of Winterfell knows Theon's in no condition to be her ally, which only makes it all the more surprising when he finds the courage to help her escape.
Only Sansa and Theon truly know how hellish it was to be under Ramsay's control. That's one of the reasons why Sansa pleads with Theon to go North to find Jon with her in season six when Brienne discovers them in the forest after they flee from Winterfell. Theon is too broken to go with Sansa, and instead he goes in search of his sister, Yara. Meanwhile, Sansa reunites with Jon at the Wall. It seemed unlikely that the two would ever see each other again, but when Theon returns to Winterfell in the season's second episode, he receives an emotional hug from his surrogate sister, and later they share dinner together before the battle against the army of the dead begins.
They're so happy to be together again that it almost feels like in another life, they could have ended up together, romantically speaking. But trauma is what binds Sansa and Theon together. They were family before they endured Ramsay, but after suffering at his hands, they have a new sense of respect and love for one another. It's only through sheer force of will that Theon is capable of breaking out of his Reek persona in order to help Sansa escape from Winterfell, and it takes a similar kind of courage for him to face his PTSD and return to his childhood home to fight for her and the rest of the Starks in season eight. The chances of Theon's story getting a happy ending are slim, but his willingness to fight for Sansa and the rest of his surrogate siblings could mean that the Lady of Winterfell will live on after this war is done. And having a hand in her survival is the best possible legacy that Theon could leave behind at this point.