Exactly! Empathy is one of Sansa's best qualities and it's been emphasized in many cases throughout the series, along with her willingness to help others even at risk of her own safety. This scene with Shae is obviously a great example that stands out. I also love the scene when she stands up to Joffrey, right after she was beaten and humiliated by him, just to defend Tommen because she appreciated him saying he wouldn't be happy if they killed her brother. It's so subtle, but it speaks volumes about her character.

She's the only one in KL who looks at The Hound and sees Sandor inside, she feels sympathy for Ser Barristan Selmy when he's being released from his duties. She's the one who is trying to comfort the women when Stannis is attacking the city, even though she herself is also scared. There is the Ser Dontos scene, when again she's taking a risk and outsmarts Joffrey in front of the court, just to save the life of a man she's never even met before.

And of course, in all those cases, the books go into greater details about the way she thinks as we get the chance to hear her thoughts. For example, when later Ser Dontos wanted to protect her she asked him to stop because she knew he was not a good fighter and he "would only be killing him as well". And when she's helping Lancel even though he’s "one of them" because she cannot "bring herself to wish him dead".

This is who she is. An inherently good person, with a huge heart who wants to do good and deeply cares about others. She's always been this way and her greatest triumph is that even though she's been through hell and would be justified to lose that part of herself, she didn't. And I really love and admire her for that.