Bluelegs
Celebrating what we're good at
Theon and Sansa spent most of their lives at Winterfell.
They knew what they were doing (ie where to jump safely)
I didn't really even consider that they were jumping to their deaths
I could certainly believe both were suicidal however.
It took me a while to actually even consider they might be alive. Both had every reason not to want to live anymore, their lives were complete hell and were only going to get worse. Brienne missed Sansa's signal which made the consequences of her putting vengeance before duty that much greater and everyone else was dying in the show so I just assumed this was another death scene. When I watched the scene the first time it looked like they were jumping directly onto ice.