Sansa steps back a bit, as he instructs, but not so far that they cannot continue their conversation. She does like him for all that he's gruff with her and if it takes a bit more from her to get him to like her, so be it.

"My sister isn't a typical lady, no. She's...well, my father doted upon her and entertained her differences. He loved me just as much, I think, but he certainly catered to Arya's desire to be anything but a proper young girl."