Originally Posted by lawyerdad
I think it's the protocol of being "fostered" (i.e., a hostage) to give Dorn some leverage against the Lannisters.
Also, By the time Oberyn left Dorne, there was still a bit more of a war being waged. Stannis may have been beaten back, but Robb was still alive. No impending invasion threat, but if part of the goal of sending her away was protection of the lineage...its not really safe to put all of the potential heirs back in one place again.
It was explained in the episode that Littlefinger let Lysa know he'd be bringing Sansa with him. Robin didn't know who she was until his mom told him.
I was wrong. I had thought that the "weird" part was that Lysa knew who Sansa was. I just looked back at it, and it turns out that Lysa does actually know in the books...for whatever reason, I had thought she wasn't in on it.