Jon: “I was jealous of Robb my whole life. The way my father looked at him, I wanted that.” 

Safe to assume, he wanted the love of Catelyn and was jealous of the rest of the children who she loved all his life as well. He has mommy issues, let’s face it. 

Jon fundamentally craves approval and love and belonging, especially of his family - the very people who couldn’t quite make him feel those things 100% even though Ned did love him. 

When Sansa comes back into Jon’s life, he believes her to be his last remaining family bc he doesn’t know where anyone else is or if they are live. It’s also an extremely vulnerable time in his life bc all of the approval and belonging and love he had been trying to build up with his new family, his brothers of Night’s Watch, had just come crashing down when they killed him. He was feeling more insecure and unloved and unwanted and unworthy than ever. 

Sansa waltzes in and she looks like Catelyn. She also acts like Catelyn. A lot of people reference how similar she is to her mother. Sansa’s approval represents Catelyn’s in a lot of ways, and I think it’s safe to assume then that her approval and love means more to Jon than most other people’s. 

Jon was going to leave his brothers and have no plan, no way of knowing how to find what he wanted (ultimately belonging). Sansa offers a new way for him to find that, especially because she isn’t berating him anymore; she needs him. 

 When Sansa offers a sense of belonging and approval in saying he’s a Stark, in initiating physical touch, in apologizing for her past, telling him he’s a good king, etc. that means the world to Jon. When she “undermines” him, by questioning him in front of the other lords, jokingly comparing him to Joffrey, or poking holes in his plans, it unleashes an immature and riled up Jon. The Jon who Catelyn couldn’t love. The Jon who could never quite measure up to the heir of Winterfell, Robb. He responds with hurt or with examples of his achievements lol. 

It’s kinda gross or maybe it seems like it lessens it but I think Jon’s mommy issues contribute quite a bit to his feelings for Sansa. Jon loving Sansa makes sense. Her love is attached to his years of being the black sheep bastard of the family as if her giving him belonging and approval would erase all of that and finally prove to himself he is worthy. I think GRRM always strives to show us WHY people make “immoral” choices.