Why? She's a Bolton
Is she? Her and Tyrion's marriage was never annulled. I know it wasn't consummated, but that doesn't negate it. Unless we're completely discounting it because the Bolton marriage was done under the eyes of the Old Gods.
And I still don't think it matters at all. She's a Stark. Cersei was never a Baratheon. Women don't take their husbands names in ASoIaF, if I recall, except in rare occasions like Lady Dustin and that's usually when there's no other heirs of that family name. Cat was always referred to as Catelyn Tully, not Catelyn Stark.
Regardless, she's the only legitimate heir to Winterfell. Daughters still come before bastards and Jon isn't legitimized. I mean shit, they can have Jon and still rally behind Sansa.
That was sudden, and at first I thought "Huh! What's he doing there?! He's in Dorne!"
But then the penny dropped. We now have Dany and her dragons, the Unsullied, half the Iron Islands fleet, the Martells and the Tyrells all descending on the newly installed Queen Cersei.
Wow!