Lady paid the ultimate price for what her sister Nymeria did -- bit Joffrey on the arm to protect Arya (and because Joffrey is an ass). Ned had to put down Sansa's beloved direwolf proving proving our distaste for Joffrey was spot on. Nymeria now runs free.
Tis a big and beautiful world. Most of us live and die in the same corner where we were born and never get to see any of it. I don't want to be most of us.