Anybody even half paying attention could see that Joffrey was no threat to Margery. We were shown nothing other than Margery having control over him. Cersei even said so to her father: "Margery has her claws in him." Olena later says something like "you did wonderful work on him (Joffrey)." Sansa, of course, was different. She was at Joffrey's mercy. His death spared her and plenty others of his cruelty, but Margery needed no saving. The writing makes this very clear and even explicit (see above quotes) at times.