Of anyone to be grateful to, Sansa believes she is most grateful to Altair. He'd helped her through her labor and ensured that both she and her son were healthy and safe. She will never be able to repay him for his service and kindness toward us and she certainly doesn't expect him to bring a gift.

"It was you who did so well. My body knew what to do but you knew how to keep us safe. I will never be able to thank you enough for helping James and I through this. You made sure this birth didn't claim either of our lives. It's...women in Westeros never get such care."