So no one can ever be saved by someone else in a story?
If the Knights show up at the beginning, then the protagonists just completely rout Ramsay with no threat of losing nor a sense of jeopardy. There has to be some suspense and peril to make the story entertaining. If they show up too late, and all the protagonists die except Sansa, then you've rendered the Jon Snow resurrection completely pointless and negated any significance to the R+L=J reveal.
Look, I don't like the Vale saving the day either, but that's because we have absolutely no emotional connection to them -- unlike Theoden, Eomer, Eowyn and the Rohirrim at the Pelennor Fields. I also don't care for the fact that the Stark loyalists were improperly represented, and I thought that surely a couple of houses ( like the Manderlys and perhaps the eastern Flints) would show up late alongside the Vale force. I'm really puzzled that we didn't see the Manderlys since there was a casting call for a fat Northern Lord which just had to be Wyman....